+142.6%
EWY vs MLM
+41.9%
+100.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.2% |
| 7D | +4.8% | -2.9% | +7.7% | +6.0% |
| 30D | +11.7% | -6.8% | +18.5% | +14.7% |
| 3M | -7.4% | -11.2% | +3.8% | -3.5% |
| 6M | +40.6% | -21.8% | +62.4% | +53.8% |
| YTD | +94.3% | -17.0% | +111.2% | +107.0% |
| 1Y | +164.3% | -16.4% | +180.7% | +180.0% |
| 3Y | +221.0% | +14.5% | +206.5% | +194.8% |
| All | +142.6% | +41.9% | +100.7% | +102.9% |
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