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  • MLM vs EAT✓SelectedUSD · EATMLM vs EAT performance historyLatest closeAs of+2.47%11/09
Stock and ETF performance explorer

MLM vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+153.5%
EAT return
+375.0%
Excess return
-221.5%
Maximum drawdown
-48.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
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