+1,812.2%
EQT vs MLM
+2,977.0%
-1,164.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +3.4% | -2.0% | +5.4% | +4.1% |
| 30D | -3.5% | +9.5% | -13.0% | -6.4% |
| 3M | -2.8% | -4.7% | +1.9% | -1.7% |
| 6M | -5.5% | -10.7% | +5.2% | -3.3% |
| YTD | -1.1% | -16.6% | +15.4% | +2.6% |
| 1Y | -12.9% | -15.4% | +2.5% | -10.0% |
| 3Y | +39.5% | +15.9% | +23.6% | +28.6% |
| 5Y | +164.1% | +27.1% | +136.9% | +133.9% |
| 10Y | +60.8% | +142.3% | -81.5% | +10.1% |
| All | +1,812.2% | +2,977.0% | -1,164.7% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling