+251.1%
EQX vs MLM
+213.3%
+37.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.1% |
| 7D | +1.7% | -2.7% | +4.5% | +2.4% |
| 30D | +11.1% | -8.3% | +19.4% | +13.6% |
| 3M | +23.1% | -12.0% | +35.1% | +26.9% |
| 6M | -21.8% | -17.6% | -4.2% | -18.0% |
| YTD | -8.1% | -18.9% | +10.8% | -3.4% |
| 1Y | +29.7% | -17.6% | +47.3% | +35.6% |
| 3Y | +179.9% | +16.8% | +163.1% | +168.5% |
| 5Y | +82.5% | +41.0% | +41.5% | +66.1% |
| All | +251.1% | +213.3% | +37.8% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling