+18.5%
MLM vs EFV
+91.7%
-73.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +1.5% | -4.4% | -4.0% |
| 30D | -6.8% | +1.7% | -8.6% | -8.0% |
| 3M | -11.2% | +8.6% | -19.9% | -16.6% |
| 6M | -21.8% | +11.7% | -33.5% | -28.0% |
| YTD | -17.0% | +19.3% | -36.2% | -27.1% |
| 1Y | -16.4% | +30.2% | -46.6% | -31.0% |
| All | +18.5% | +91.7% | -73.1% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling