-16.4%
MLM vs EQH
+2.5%
-18.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -2.9% | +5.5% | -8.4% | -4.3% |
| 30D | -6.8% | +3.2% | -10.1% | -7.7% |
| 3M | -11.2% | +32.5% | -43.8% | -17.9% |
| 6M | -21.8% | +33.7% | -55.6% | -28.3% |
| YTD | -17.0% | +13.4% | -30.4% | -19.9% |
| 1Y | -16.4% | +0.6% | -16.9% | -15.5% |
| All | -16.4% | +2.5% | -18.8% | -15.5% |
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