-13.9%
MLM vs EAT
+88.8%
-102.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.1% |
| 7D | -2.9% | -5.9% | +3.0% | -2.2% |
| 30D | +10.4% | +0.7% | +9.8% | +10.3% |
| 3M | -3.7% | -14.2% | +10.5% | -2.6% |
| 6M | -10.3% | +40.7% | -51.0% | -14.4% |
| YTD | -14.8% | +36.0% | -50.8% | -19.1% |
| 1Y | -13.9% | +83.1% | -96.9% | -19.0% |
| All | -13.9% | +88.8% | -102.6% | -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 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