+197.7%
EXC vs MLM
+149.0%
+48.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +0.1% | -2.9% | +2.9% | +0.8% |
| 30D | +9.0% | +10.4% | -1.4% | +6.2% |
| 3M | +3.3% | -3.7% | +7.0% | +4.1% |
| 6M | +5.7% | -10.3% | +15.9% | +8.1% |
| YTD | +7.3% | -14.8% | +22.2% | +10.8% |
| 1Y | +2.9% | -13.9% | +16.8% | +5.8% |
| 3Y | +29.3% | +18.4% | +10.9% | +19.7% |
| 5Y | +40.1% | +31.8% | +8.2% | +23.1% |
| 10Y | +197.7% | +143.4% | +54.2% | +104.4% |
| All | +197.7% | +149.0% | +48.7% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling