+18.9%
MLM vs EQH
+100.4%
-81.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +1.4% | +5.4% | -4.0% | -0.3% |
| 30D | -6.5% | +1.0% | -7.5% | -6.9% |
| 3M | -7.4% | +26.7% | -34.2% | -14.3% |
| 6M | -15.8% | +34.4% | -50.2% | -23.9% |
| YTD | -17.4% | +11.5% | -28.9% | -20.9% |
| 1Y | -17.9% | +0.4% | -18.3% | -18.8% |
| 3Y | +18.9% | +96.5% | -77.6% | +2.4% |
| All | +18.9% | +100.4% | -81.5% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling