+153.5%
MLM vs EFV
+165.2%
-11.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | -0.1% |
| 7D | -3.8% | +1.7% | -5.6% | -5.4% |
| 30D | +11.0% | +3.4% | +7.6% | +7.6% |
| 3M | -3.1% | -1.7% | -1.4% | -1.4% |
| 6M | -9.8% | +6.4% | -16.2% | -14.9% |
| YTD | -14.4% | +16.3% | -30.6% | -25.9% |
| 1Y | -12.6% | +22.9% | -35.5% | -28.2% |
| 3Y | +19.7% | +92.8% | -73.1% | -37.2% |
| 5Y | +29.8% | +93.5% | -63.7% | -32.3% |
| 10Y | +153.5% | +162.1% | -8.6% | -12.7% |
| All | +153.5% | +165.2% | -11.7% | -12.7% |
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