+55.2%
EWY vs MLM
-16.0%
+71.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +4.2% | -0.9% | +5.1% | +4.6% |
| 30D | -10.7% | +9.0% | -19.7% | -14.0% |
| 3M | -20.1% | -5.6% | -14.5% | -17.5% |
| 6M | -24.3% | -10.7% | -13.6% | -20.7% |
| YTD | +46.9% | -17.2% | +64.0% | +53.9% |
| 1Y | +55.2% | -14.2% | +69.4% | +61.6% |
| All | +55.2% | -16.0% | +71.2% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling