+18.1%
EWZ vs MLM
+20.9%
-2.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.6% | -0.5% |
| 7D | -4.2% | -1.2% | -2.9% | -3.9% |
| 30D | -26.1% | +7.9% | -34.1% | -27.4% |
| 3M | -12.0% | -4.5% | -7.6% | -11.3% |
| 6M | -19.3% | -12.6% | -6.6% | -17.3% |
| YTD | +0.9% | -14.9% | +15.8% | +3.4% |
| 1Y | +3.4% | -13.1% | +16.5% | +5.4% |
| All | +18.1% | +20.9% | -2.8% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling