+189.2%
EQT vs MLM
+43.0%
+146.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | +6.6% | -6.5% | +13.2% | +8.9% |
| 3M | +4.4% | -7.4% | +11.8% | +6.2% |
| 6M | -10.5% | -15.8% | +5.3% | -6.2% |
| YTD | +3.7% | -17.4% | +21.2% | +8.6% |
| 1Y | +9.9% | -17.9% | +27.8% | +15.0% |
| 3Y | +35.4% | +18.9% | +16.5% | +15.5% |
| 5Y | +189.2% | +43.4% | +145.7% | +111.7% |
| All | +189.2% | +43.0% | +146.2% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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