+153.8%
MLM vs EQH
+226.9%
-73.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.7% | +1.1% | -3.8% | -3.3% |
| 30D | -8.3% | -1.1% | -7.2% | -8.0% |
| 3M | -12.0% | +25.0% | -37.0% | -20.9% |
| 6M | -17.6% | +33.9% | -51.5% | -28.9% |
| YTD | -18.9% | +11.6% | -30.5% | -24.2% |
| 1Y | -17.6% | +1.5% | -19.2% | -19.9% |
| 3Y | +16.8% | +96.7% | -79.9% | -20.7% |
| 5Y | +41.0% | +93.9% | -52.8% | -6.1% |
| All | +153.8% | +226.9% | -73.0% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling