+27.1%
MLM vs EFV
+92.8%
-65.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | -4.7% | -1.6% | -3.1% | -3.3% |
| 6M | -10.7% | +5.8% | -16.5% | -14.9% |
| YTD | -16.6% | +15.6% | -32.2% | -26.4% |
| 1Y | -15.4% | +19.0% | -34.3% | -27.1% |
| 3Y | +15.9% | +90.7% | -74.7% | -35.4% |
| 5Y | +27.1% | +92.8% | -65.6% | -29.8% |
| All | +27.1% | +92.8% | -65.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling