+97.2%
MLM vs EOSE
-61.3%
+158.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.7% | +0.7% |
| 7D | -2.9% | +19.0% | -21.9% | -3.7% |
| 30D | -6.8% | +1.6% | -8.4% | -7.0% |
| 3M | -11.2% | -52.0% | +40.7% | -8.9% |
| 6M | -21.8% | -42.5% | +20.7% | -21.0% |
| YTD | -17.0% | -66.1% | +49.2% | -14.8% |
| 1Y | -16.4% | -47.1% | +30.8% | -16.6% |
| 3Y | +14.5% | +0.8% | +13.7% | +5.6% |
| 5Y | +41.7% | -71.7% | +113.4% | +20.8% |
| All | +97.2% | -61.3% | +158.6% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling