+153.5%
MLM vs EAT
+375.0%
-221.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.8% |
| 7D | -3.8% | -3.9% | +0.1% | -3.0% |
| 30D | +11.0% | +5.0% | +6.0% | +9.4% |
| 3M | -3.1% | -9.6% | +6.6% | -1.7% |
| 6M | -9.8% | +46.8% | -56.6% | -18.7% |
| YTD | -14.4% | +41.8% | -56.2% | -23.1% |
| 1Y | -12.6% | +98.3% | -110.9% | -27.8% |
| 3Y | +19.7% | +503.1% | -483.3% | -29.4% |
| 5Y | +29.8% | +356.7% | -326.9% | -22.2% |
| 10Y | +153.5% | +349.8% | -196.3% | +20.7% |
| All | +153.5% | +375.0% | -221.5% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling