+293.2%
EWY vs MLM
+204.6%
+88.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +8.0% | +1.4% | +6.6% | +7.5% |
| 30D | +14.3% | -6.5% | +20.9% | +16.9% |
| 3M | +2.3% | -7.4% | +9.7% | +4.6% |
| 6M | +49.9% | -15.8% | +65.7% | +58.4% |
| YTD | +95.3% | -17.4% | +112.8% | +107.2% |
| 1Y | +161.7% | -17.9% | +179.6% | +177.5% |
| 3Y | +230.2% | +18.9% | +211.3% | +206.2% |
| 5Y | +148.1% | +43.4% | +104.7% | +113.2% |
| 10Y | +293.2% | +206.2% | +87.0% | +159.1% |
| All | +293.2% | +204.6% | +88.6% | +159.1% |
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