+217.5%
IEFA vs MLM
+607.6%
-390.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +1.0% | -6.8% | +7.9% | +3.0% |
| 3M | +4.7% | -11.2% | +15.9% | +7.9% |
| 6M | +8.6% | -21.8% | +30.4% | +15.9% |
| YTD | +14.8% | -17.0% | +31.8% | +20.2% |
| 1Y | +22.6% | -16.4% | +39.0% | +27.9% |
| 3Y | +67.0% | +14.5% | +52.5% | +57.1% |
| 5Y | +52.3% | +41.7% | +10.5% | +32.9% |
| 10Y | +147.3% | +200.0% | -52.7% | +67.0% |
| All | +217.5% | +607.6% | -390.1% | +63.0% |
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