+1,236.8%
EWY vs MLM
+1,221.1%
+15.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +4.8% | -2.9% | +7.7% | +6.1% |
| 30D | +11.7% | -6.8% | +18.5% | +14.9% |
| 3M | -7.4% | -11.2% | +3.8% | -3.3% |
| 6M | +40.6% | -21.8% | +62.4% | +54.9% |
| YTD | +94.3% | -17.0% | +111.2% | +108.2% |
| 1Y | +164.3% | -16.4% | +180.7% | +181.6% |
| 3Y | +221.0% | +14.5% | +206.5% | +196.1% |
| 5Y | +139.1% | +41.7% | +97.4% | +97.7% |
| 10Y | +298.8% | +200.0% | +98.8% | +117.7% |
| All | +1,236.8% | +1,221.1% | +15.7% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling