+3.2%
EXC vs MLM
-12.5%
+15.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | -1.7% | -3.8% | +2.1% | -1.2% |
| 30D | +9.3% | +11.0% | -1.7% | +7.9% |
| 3M | +1.0% | -3.1% | +4.1% | +1.2% |
| 6M | +5.9% | -9.8% | +15.7% | +7.0% |
| YTD | +7.6% | -14.4% | +22.0% | +9.5% |
| All | +3.2% | -12.5% | +15.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling