+140.5%
MLM vs EFV
+162.4%
-21.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.6% |
| 30D | +9.5% | +2.0% | +7.5% | +7.6% |
| 3M | -4.7% | -1.6% | -3.1% | -3.2% |
| 6M | -10.7% | +5.8% | -16.5% | -15.3% |
| YTD | -16.6% | +15.6% | -32.2% | -27.4% |
| 1Y | -15.4% | +19.0% | -34.3% | -28.3% |
| 3Y | +15.9% | +90.7% | -74.7% | -38.6% |
| 5Y | +27.1% | +92.8% | -65.6% | -33.4% |
| All | +140.5% | +162.4% | -21.9% | -17.3% |
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