+100.8%
MLM vs EOSE
-80.2%
+181.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.4% | -15.1% | -1.4% |
| 7D | -5.8% | -7.0% | +1.2% | -5.6% |
| 30D | +9.8% | -16.7% | +26.6% | +10.3% |
| 3M | -5.2% | -53.1% | +47.9% | -2.6% |
| 6M | -10.3% | -76.8% | +66.5% | -5.5% |
| YTD | -15.5% | -82.6% | +67.2% | -11.1% |
| 1Y | -15.0% | -89.3% | +74.2% | -9.0% |
| 3Y | +17.5% | +55.5% | -38.0% | +5.3% |
| 5Y | +30.5% | -81.9% | +112.4% | +13.8% |
| All | +100.8% | -80.2% | +181.0% | +91.2% |
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