+1,602.4%
EXC vs MLM
+2,961.7%
-1,359.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | -3.7% | -6.8% | +3.1% | -2.4% |
| 3M | -1.3% | -11.2% | +9.9% | +0.9% |
| 6M | -9.7% | -21.8% | +12.1% | -5.4% |
| YTD | +2.9% | -17.0% | +19.9% | +6.2% |
| 1Y | +4.4% | -16.4% | +20.8% | +7.5% |
| 3Y | +22.2% | +14.5% | +7.7% | +16.4% |
| 5Y | +46.7% | +41.7% | +5.0% | +31.7% |
| 10Y | +155.3% | +200.0% | -44.7% | +88.9% |
| All | +1,602.4% | +2,961.7% | -1,359.3% | +707.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MLM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling