+43.5%
MLM vs EOSE
-71.7%
+115.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.7% | +0.6% |
| 7D | -2.9% | +19.0% | -21.9% | -3.8% |
| 30D | -6.8% | +1.6% | -8.4% | -7.1% |
| 3M | -11.2% | -52.0% | +40.7% | -8.6% |
| 6M | -21.8% | -42.5% | +20.7% | -20.9% |
| YTD | -17.0% | -66.1% | +49.2% | -14.6% |
| 1Y | -16.4% | -47.1% | +30.8% | -16.7% |
| 3Y | +14.5% | +0.8% | +13.7% | +4.5% |
| All | +43.5% | -71.7% | +115.2% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling