+103.5%
MLM vs EOSE
-81.3%
+184.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.6% | +2.1% |
| 7D | -3.8% | +6.8% | -10.7% | -4.2% |
| 30D | +11.0% | -25.4% | +36.4% | +12.1% |
| 3M | -3.1% | -54.7% | +51.6% | -0.2% |
| 6M | -9.8% | -76.5% | +66.7% | -5.0% |
| YTD | -14.4% | -83.6% | +69.2% | -9.7% |
| 1Y | -12.6% | -89.7% | +77.1% | -6.1% |
| 3Y | +19.7% | +38.7% | -19.0% | +8.0% |
| 5Y | +29.8% | -82.9% | +112.7% | +13.5% |
| All | +103.5% | -81.3% | +184.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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