-15.4%
MLM vs EAT
+84.8%
-100.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -2.0% | -7.1% | +5.1% | -1.3% |
| 30D | +9.5% | -2.3% | +11.9% | +9.7% |
| 3M | -4.7% | -19.6% | +14.9% | -2.8% |
| 6M | -10.7% | +46.0% | -56.7% | -15.5% |
| YTD | -16.6% | +37.7% | -54.2% | -21.3% |
| 1Y | -15.4% | +73.8% | -89.2% | -21.2% |
| All | -15.4% | +84.8% | -100.2% | -21.2% |
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