+3,070.5%
MLM vs EAT
+2,500.1%
+570.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -6.8% | +1.9% | -8.7% | -7.6% |
| 3M | -11.2% | +68.7% | -79.9% | -22.5% |
| 6M | -21.8% | +66.9% | -88.7% | -32.2% |
| YTD | -17.0% | +60.4% | -77.4% | -27.7% |
| 1Y | -16.4% | +44.0% | -60.4% | -25.8% |
| 3Y | +14.5% | +604.7% | -590.2% | -35.6% |
| 5Y | +41.7% | +347.0% | -305.3% | -15.2% |
| 10Y | +200.0% | +390.8% | -190.7% | +45.7% |
| All | +3,070.5% | +2,500.1% | +570.5% | +839.8% |
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