+98.5%
MLM vs EOSE
-82.7%
+181.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.5% |
| 7D | -4.1% | -7.9% | +3.8% | -3.8% |
| 30D | +8.2% | -43.9% | +52.0% | +10.6% |
| 3M | -3.6% | -55.8% | +52.3% | -0.6% |
| 6M | -15.6% | -73.4% | +57.8% | -11.6% |
| YTD | -16.4% | -84.8% | +68.4% | -11.5% |
| 1Y | -14.3% | -88.6% | +74.3% | -8.5% |
| 3Y | +19.3% | -2.8% | +22.1% | +9.4% |
| 5Y | +29.6% | -84.6% | +114.2% | +13.8% |
| All | +98.5% | -82.7% | +181.2% | +90.3% |
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