+15.6%
MLM vs EOSE
+48.1%
-32.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.9% |
| 7D | -0.9% | +9.8% | -10.6% | -1.3% |
| 30D | +9.0% | -2.1% | +11.1% | +8.8% |
| 3M | -5.6% | -54.1% | +48.5% | -3.5% |
| 6M | -10.7% | -76.9% | +66.3% | -7.2% |
| YTD | -17.2% | -83.3% | +66.2% | -13.9% |
| 1Y | -14.2% | -87.4% | +73.2% | -10.3% |
| 3Y | +15.6% | +61.9% | -46.2% | +11.0% |
| All | +15.6% | +48.1% | -32.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling