+102.5%
EWY vs MLM
+28.3%
+74.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +10.4% | -2.0% | +12.4% | +11.3% |
| 30D | -12.7% | +9.5% | -22.2% | -15.9% |
| 3M | -17.3% | -4.7% | -12.6% | -15.7% |
| 6M | -18.6% | -10.7% | -7.8% | -15.3% |
| YTD | +49.5% | -16.6% | +66.1% | +59.2% |
| 1Y | +55.0% | -15.4% | +70.3% | +64.0% |
| 3Y | +159.0% | +15.9% | +143.1% | +136.1% |
| 5Y | +102.5% | +27.1% | +75.3% | +74.5% |
| All | +102.5% | +28.3% | +74.1% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling