+48.7%
EWY vs MLM
-12.9%
+61.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -10.2% | -2.9% | -7.4% | -8.7% |
| 30D | -21.5% | +10.4% | -31.9% | -24.8% |
| 3M | -14.7% | -3.7% | -11.0% | -12.8% |
| 6M | -26.8% | -10.3% | -16.6% | -23.2% |
| YTD | +43.2% | -14.8% | +58.0% | +48.1% |
| 1Y | +48.7% | -13.9% | +62.6% | +53.2% |
| All | +48.7% | -12.9% | +61.7% | +53.2% |
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