+197.8%
IEFA vs MLM
+612.3%
-414.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.2% |
| 7D | -1.6% | -4.1% | +2.6% | -0.4% |
| 30D | -1.5% | +8.2% | -9.6% | -3.7% |
| 3M | -5.2% | -3.6% | -1.6% | -4.4% |
| 6M | -1.6% | -15.6% | +14.0% | +2.6% |
| YTD | +7.7% | -16.4% | +24.1% | +12.3% |
| 1Y | +12.2% | -14.3% | +26.6% | +16.2% |
| 3Y | +62.1% | +19.3% | +42.7% | +50.7% |
| 5Y | +43.7% | +29.6% | +14.1% | +28.5% |
| 10Y | +142.7% | +189.9% | -47.2% | +65.3% |
| All | +197.8% | +612.3% | -414.5% | +52.4% |
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