+138.8%
MLM vs EAT
+320.8%
-182.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | +9.0% | -2.9% | +11.9% | +9.4% |
| 3M | -5.6% | -16.9% | +11.3% | -2.2% |
| 6M | -10.7% | +57.0% | -67.6% | -20.7% |
| YTD | -17.2% | +38.2% | -55.3% | -25.2% |
| 1Y | -14.2% | +69.3% | -83.5% | -26.4% |
| 3Y | +15.6% | +483.0% | -467.4% | -31.3% |
| 5Y | +26.2% | +364.1% | -337.9% | -24.7% |
| All | +138.8% | +320.8% | -182.0% | +19.0% |
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