+353.6%
EWZ vs MLM
+1,611.1%
-1,257.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.5% |
| 7D | -4.1% | +9.1% | -13.2% | -8.1% |
| 30D | -25.0% | +14.6% | -39.6% | -29.8% |
| 3M | -10.6% | +0.3% | -10.9% | -11.2% |
| 6M | -16.6% | -7.5% | -9.1% | -14.7% |
| YTD | +2.5% | -10.2% | +12.7% | +5.7% |
| 1Y | +8.1% | -10.5% | +18.6% | +11.5% |
| 3Y | +20.4% | +27.8% | -7.4% | +1.8% |
| 5Y | +62.7% | +38.9% | +23.8% | +27.6% |
| 10Y | +52.6% | +211.4% | -158.8% | -26.7% |
| All | +353.6% | +1,611.1% | -1,257.4% | -11.6% |
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