+1,908.5%
EQT vs MLM
+2,961.7%
-1,053.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +1.1% | -2.9% | +4.0% | +2.0% |
| 30D | +7.7% | -6.8% | +14.5% | +10.0% |
| 3M | +0.2% | -11.2% | +11.4% | +3.3% |
| 6M | -9.5% | -21.8% | +12.4% | -3.4% |
| YTD | +3.8% | -17.0% | +20.8% | +8.2% |
| 1Y | +7.8% | -16.4% | +24.1% | +11.8% |
| 3Y | +30.1% | +14.5% | +15.7% | +20.5% |
| 5Y | +188.6% | +41.7% | +146.9% | +147.6% |
| 10Y | +54.6% | +200.0% | -145.5% | -0.8% |
| All | +1,908.5% | +2,961.7% | -1,053.2% | +756.4% |
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