+3,151.0%
MLM vs EAT
+2,301.7%
+849.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | -4.3% |
| 7D | -1.2% | -3.3% | +2.1% | -0.4% |
| 30D | +7.9% | +11.7% | -3.7% | +4.7% |
| 3M | -4.5% | -5.9% | +1.4% | -4.0% |
| 6M | -12.6% | +46.7% | -59.4% | -21.7% |
| YTD | -14.9% | +48.2% | -63.0% | -24.8% |
| 1Y | -13.1% | +105.4% | -118.5% | -29.6% |
| 3Y | +21.2% | +502.8% | -481.6% | -29.3% |
| 5Y | +32.0% | +376.3% | -344.3% | -22.5% |
| 10Y | +195.3% | +400.0% | -204.7% | +41.8% |
| All | +3,151.0% | +2,301.7% | +849.2% | +876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling