+1,602.4%
EXC vs MLM
+2,961.7%
-1,359.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | -4.6% | -6.8% | +2.2% | -3.3% |
| 3M | -2.2% | -11.2% | +9.0% | 0.0% |
| 6M | -10.6% | -21.8% | +11.3% | -6.3% |
| YTD | +1.9% | -17.0% | +18.9% | +5.2% |
| 1Y | +3.4% | -16.4% | +19.8% | +6.4% |
| 3Y | +22.2% | +14.5% | +7.7% | +16.4% |
| 5Y | +46.7% | +41.7% | +5.0% | +31.7% |
| 10Y | +155.3% | +200.0% | -44.7% | +88.9% |
| All | +1,602.4% | +2,961.7% | -1,359.3% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling