+181.2%
MLM vs EAT
+378.4%
-197.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.5% |
| 30D | +8.2% | +11.5% | -3.3% | +5.2% |
| 3M | -3.6% | -9.1% | +5.5% | -2.3% |
| 6M | -15.6% | +40.4% | -56.0% | -23.2% |
| YTD | -16.4% | +43.9% | -60.4% | -25.2% |
| 1Y | -14.3% | +101.9% | -116.3% | -29.7% |
| 3Y | +19.3% | +489.9% | -470.5% | -29.5% |
| 5Y | +29.6% | +362.6% | -333.1% | -22.8% |
| All | +181.2% | +378.4% | -197.1% | +37.4% |
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