-17.9%
MLM vs EOSE
-40.3%
+22.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -1.0% |
| 7D | +1.4% | +41.4% | -40.0% | 0.0% |
| 30D | -6.5% | +3.6% | -10.1% | -6.9% |
| 3M | -7.4% | -35.7% | +28.3% | -6.5% |
| 6M | -15.8% | -29.9% | +14.0% | -15.9% |
| YTD | -17.4% | -62.5% | +45.1% | -16.2% |
| 1Y | -17.9% | -37.4% | +19.5% | -11.4% |
| All | -17.9% | -40.3% | +22.4% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling