+144.5%
EXE vs MLM
+78.0%
+66.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.0% |
| 7D | -3.9% | -3.8% | -0.1% | -3.0% |
| 30D | -2.6% | +11.0% | -13.6% | -5.4% |
| 3M | -6.9% | -3.1% | -3.8% | -6.3% |
| 6M | -9.3% | -9.8% | +0.5% | -7.5% |
| YTD | -20.7% | -14.4% | -6.4% | -18.7% |
| 1Y | -21.8% | -12.6% | -9.3% | -20.4% |
| 3Y | +16.2% | +19.7% | -3.5% | +3.5% |
| 5Y | +61.1% | +29.8% | +31.3% | +34.4% |
| All | +144.5% | +78.0% | +66.5% | +86.6% |
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