+181.2%
MLM vs EFV
+157.1%
+24.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.5% |
| 7D | -4.1% | -0.7% | -3.5% | -3.5% |
| 30D | +8.2% | +0.9% | +7.3% | +7.4% |
| 3M | -3.6% | -3.6% | 0.0% | -0.2% |
| 6M | -15.6% | +2.5% | -18.1% | -17.5% |
| YTD | -16.4% | +13.2% | -29.6% | -25.8% |
| 1Y | -14.3% | +20.3% | -34.7% | -28.3% |
| 3Y | +19.3% | +84.9% | -65.6% | -34.9% |
| 5Y | +29.6% | +87.7% | -58.1% | -30.5% |
| All | +181.2% | +157.1% | +24.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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