+206.0%
IEFA vs MLM
+620.5%
-414.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -5.8% | +4.8% | +0.7% |
| 30D | +1.3% | +9.8% | -8.5% | -1.5% |
| 3M | -3.2% | -5.2% | +2.0% | -1.9% |
| 6M | +2.0% | -10.3% | +12.3% | +4.5% |
| YTD | +10.7% | -15.5% | +26.2% | +15.1% |
| 1Y | +13.0% | -15.0% | +28.0% | +17.2% |
| 3Y | +67.1% | +17.5% | +49.7% | +56.1% |
| 5Y | +49.4% | +30.5% | +18.8% | +33.3% |
| 10Y | +148.2% | +145.5% | +2.6% | +76.4% |
| All | +206.0% | +620.5% | -414.5% | +56.1% |
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