+138.8%
MLM vs EFV
+163.3%
-24.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | -0.9% | +2.5% | -3.4% | -3.2% |
| 30D | +9.0% | +2.9% | +6.1% | +6.2% |
| 3M | -5.6% | -1.4% | -4.1% | -4.2% |
| 6M | -10.7% | +5.5% | -16.2% | -15.1% |
| YTD | -17.2% | +16.1% | -33.2% | -28.2% |
| 1Y | -14.2% | +20.3% | -34.5% | -28.1% |
| 3Y | +15.6% | +90.4% | -74.8% | -38.6% |
| 5Y | +26.2% | +93.5% | -67.3% | -34.2% |
| All | +138.8% | +163.3% | -24.6% | -18.1% |
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