+237.8%
EWY vs MLM
+140.5%
+97.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.5% |
| 7D | -2.8% | -5.8% | +3.0% | -0.6% |
| 30D | -13.1% | +9.8% | -22.9% | -16.0% |
| 3M | -11.6% | -5.2% | -6.4% | -10.1% |
| 6M | -23.4% | -10.3% | -13.1% | -20.8% |
| YTD | +52.0% | -15.5% | +67.5% | +60.1% |
| 1Y | +58.6% | -15.0% | +73.6% | +66.7% |
| 3Y | +163.3% | +17.5% | +145.9% | +144.4% |
| 5Y | +108.7% | +30.5% | +78.1% | +83.4% |
| 10Y | +237.8% | +145.5% | +92.3% | +124.7% |
| All | +237.8% | +140.5% | +97.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling