+1,715.2%
EXC vs MLM
+3,039.4%
-1,324.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.7% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +11.6% | +7.9% | +3.7% | +9.8% |
| 3M | +2.7% | -4.5% | +7.1% | +3.5% |
| 6M | +2.7% | -12.6% | +15.3% | +5.1% |
| YTD | +9.7% | -14.9% | +24.6% | +12.6% |
| 1Y | +4.5% | -13.1% | +17.6% | +6.7% |
| 3Y | +28.5% | +21.2% | +7.2% | +20.9% |
| 5Y | +43.9% | +32.0% | +11.9% | +31.2% |
| 10Y | +183.7% | +195.3% | -11.6% | +110.5% |
| All | +1,715.2% | +3,039.4% | -1,324.2% | +755.9% |
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