+18.4%
MLM vs EQH
+128.3%
-109.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +10.4% | +4.9% | +5.5% | +8.7% |
| 3M | -3.7% | +5.4% | -9.2% | -5.5% |
| 6M | -10.3% | +32.1% | -42.4% | -18.5% |
| YTD | -14.8% | +19.0% | -33.8% | -20.3% |
| 1Y | -13.9% | +27.8% | -41.7% | -21.5% |
| 3Y | +18.4% | +124.8% | -106.4% | -12.4% |
| All | +18.4% | +128.3% | -109.9% | -12.4% |
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