+23.7%
EXC vs MLM
+15.1%
+8.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | -3.7% | -6.8% | +3.1% | -2.9% |
| 3M | -1.3% | -11.2% | +9.9% | +0.1% |
| 6M | -9.7% | -21.8% | +12.1% | -7.1% |
| YTD | +2.9% | -17.0% | +19.9% | +5.0% |
| 1Y | +4.4% | -16.4% | +20.8% | +6.3% |
| All | +23.7% | +15.1% | +8.5% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling