+208.0%
EWY vs MLM
+161.0%
+47.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.7% |
| 7D | -10.4% | -4.1% | -6.3% | -8.9% |
| 30D | -25.4% | +8.2% | -33.6% | -27.5% |
| 3M | -16.5% | -3.6% | -12.9% | -15.6% |
| 6M | -24.7% | -15.6% | -9.2% | -20.6% |
| YTD | +40.9% | -16.4% | +57.4% | +49.0% |
| 1Y | +49.8% | -14.3% | +64.2% | +57.0% |
| 3Y | +134.8% | +19.3% | +115.5% | +116.9% |
| 5Y | +91.4% | +29.6% | +61.8% | +68.8% |
| All | +208.0% | +161.0% | +47.0% | +105.5% |
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