-13.9%
MLM vs EFV
+21.7%
-35.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.9% | +2.1% | -5.0% | -4.5% |
| 30D | +10.4% | +3.1% | +7.4% | +7.7% |
| 3M | -3.7% | -1.3% | -2.4% | -2.6% |
| 6M | -10.3% | +6.0% | -16.3% | -14.6% |
| YTD | -14.8% | +15.8% | -30.6% | -26.1% |
| 1Y | -13.9% | +21.1% | -35.0% | -27.6% |
| All | -13.9% | +21.7% | -35.6% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling