+81.1%
EWZ vs MLM
+199.9%
-118.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | +6.5% | -2.9% | +9.4% | +7.7% |
| 30D | +4.8% | -6.8% | +11.7% | +7.6% |
| 3M | +9.9% | -11.2% | +21.1% | +14.3% |
| 6M | +1.9% | -21.8% | +23.8% | +11.3% |
| YTD | +20.3% | -17.0% | +37.3% | +27.7% |
| 1Y | +35.6% | -16.4% | +52.0% | +43.1% |
| 3Y | +43.4% | +14.5% | +29.0% | +29.6% |
| 5Y | +55.9% | +41.7% | +14.2% | +24.8% |
| All | +81.1% | +199.9% | -118.8% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling