+152.5%
EXC vs MLM
+199.9%
-47.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.0% |
| 30D | -3.7% | -6.8% | +3.1% | -2.1% |
| 3M | -1.3% | -11.2% | +9.9% | +1.3% |
| 6M | -9.7% | -21.8% | +12.1% | -4.5% |
| YTD | +2.9% | -17.0% | +19.9% | +6.8% |
| 1Y | +4.4% | -16.4% | +20.8% | +8.0% |
| 3Y | +22.2% | +14.5% | +7.7% | +14.5% |
| 5Y | +46.7% | +41.7% | +5.0% | +26.9% |
| All | +152.5% | +199.9% | -47.4% | +73.8% |
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