+146.4%
IEFA vs MLM
+167.5%
-21.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.6% | +2.3% |
| 7D | +1.1% | -3.8% | +4.9% | +2.3% |
| 30D | +1.2% | +11.0% | -9.8% | -2.0% |
| 3M | -3.4% | -3.1% | -0.3% | -2.6% |
| 6M | +2.0% | -9.8% | +11.8% | +4.5% |
| YTD | +11.0% | -14.4% | +25.3% | +15.1% |
| 1Y | +15.2% | -12.6% | +27.8% | +18.8% |
| 3Y | +68.4% | +19.7% | +48.6% | +55.5% |
| 5Y | +48.4% | +29.8% | +18.7% | +31.2% |
| 10Y | +146.4% | +153.5% | -7.1% | +69.7% |
| All | +146.4% | +167.5% | -21.1% | +69.7% |
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