-10.5%
MLM vs EAT
+109.8%
-120.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.8% |
| 7D | +9.1% | -0.1% | +9.3% | +9.1% |
| 30D | +14.6% | +13.5% | +1.1% | +13.2% |
| 3M | +0.3% | +1.0% | -0.7% | -0.2% |
| 6M | -7.5% | +57.3% | -64.7% | -12.8% |
| YTD | -10.2% | +53.6% | -63.8% | -16.0% |
| 1Y | -10.5% | +110.8% | -121.3% | -17.9% |
| All | -10.5% | +109.8% | -120.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling