+846.7%
MLM vs EFV
+258.8%
+587.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.3% |
| 7D | -2.9% | +1.5% | -4.4% | -4.1% |
| 30D | -6.8% | +1.7% | -8.6% | -8.2% |
| 3M | -11.2% | +8.6% | -19.9% | -17.4% |
| 6M | -21.8% | +11.7% | -33.5% | -28.9% |
| YTD | -17.0% | +19.3% | -36.2% | -28.7% |
| 1Y | -16.4% | +30.2% | -46.6% | -33.4% |
| 3Y | +14.5% | +91.6% | -77.1% | -35.1% |
| 5Y | +41.7% | +96.4% | -54.6% | -21.3% |
| 10Y | +200.0% | +166.5% | +33.6% | +29.1% |
| All | +846.7% | +258.8% | +587.9% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling