+43.4%
MLM vs EQH
+92.7%
-49.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +1.4% | +5.4% | -4.0% | -0.8% |
| 30D | -6.5% | +1.0% | -7.5% | -7.0% |
| 3M | -7.4% | +26.7% | -34.2% | -16.1% |
| 6M | -15.8% | +34.4% | -50.2% | -26.0% |
| YTD | -17.4% | +11.5% | -28.9% | -22.0% |
| 1Y | -17.9% | +0.4% | -18.3% | -19.2% |
| 3Y | +18.9% | +96.5% | -77.6% | -16.8% |
| 5Y | +43.4% | +93.4% | -49.9% | -0.8% |
| All | +43.4% | +92.7% | -49.3% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling