+172.1%
EXC vs MLM
+185.4%
-13.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.2% |
| 30D | +10.0% | +8.2% | +1.8% | +7.8% |
| 3M | +1.6% | -3.6% | +5.2% | +2.3% |
| 6M | +3.3% | -15.6% | +18.8% | +7.1% |
| YTD | +7.6% | -16.4% | +24.0% | +11.4% |
| 1Y | +3.5% | -14.3% | +17.8% | +6.4% |
| 3Y | +27.7% | +19.3% | +8.3% | +18.3% |
| 5Y | +41.1% | +29.6% | +11.5% | +25.3% |
| All | +172.1% | +185.4% | -13.3% | +101.8% |
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