-10.5%
MLM vs EQH
+18.6%
-29.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +9.1% | +2.8% | +6.3% | +8.4% |
| 30D | +14.6% | +3.9% | +10.7% | +13.5% |
| 3M | +0.3% | +16.3% | -16.0% | -3.7% |
| 6M | -7.5% | +37.1% | -44.6% | -15.0% |
| YTD | -10.2% | +20.2% | -30.4% | -14.6% |
| 1Y | -10.5% | +17.9% | -28.4% | -14.3% |
| All | -10.5% | +18.6% | -29.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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