+145.5%
MLM vs EFV
+161.2%
-15.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -5.8% | -1.0% | -4.8% | -4.9% |
| 30D | +9.8% | +3.1% | +6.8% | +6.8% |
| 3M | -5.2% | -1.2% | -3.9% | -4.0% |
| 6M | -10.3% | +5.6% | -15.9% | -14.8% |
| YTD | -15.5% | +15.8% | -31.3% | -26.6% |
| 1Y | -15.0% | +20.0% | -35.0% | -28.6% |
| 3Y | +17.5% | +91.0% | -73.5% | -37.8% |
| 5Y | +30.5% | +93.7% | -63.1% | -32.0% |
| 10Y | +145.5% | +160.9% | -15.4% | -15.1% |
| All | +145.5% | +161.2% | -15.7% | -15.1% |
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