+55.0%
EWZ vs MLM
+41.9%
+13.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | +6.5% | -2.9% | +9.4% | +7.3% |
| 30D | +4.8% | -6.8% | +11.7% | +6.8% |
| 3M | +9.9% | -11.2% | +21.1% | +13.0% |
| 6M | +1.9% | -21.8% | +23.8% | +8.5% |
| YTD | +20.3% | -17.0% | +37.3% | +25.5% |
| 1Y | +35.6% | -16.4% | +52.0% | +40.9% |
| 3Y | +43.4% | +14.5% | +29.0% | +32.4% |
| All | +55.0% | +41.9% | +13.1% | +29.9% |
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