+150.1%
EXE vs MLM
+77.1%
+73.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -2.2% | -2.9% | +0.6% | -1.5% |
| 30D | -0.3% | +10.4% | -10.7% | -3.1% |
| 3M | -9.3% | -3.7% | -5.6% | -8.6% |
| 6M | -7.2% | -10.3% | +3.0% | -5.3% |
| YTD | -18.9% | -14.8% | -4.1% | -16.7% |
| 1Y | -21.7% | -13.9% | -7.8% | -19.9% |
| 3Y | +21.0% | +18.4% | +2.6% | +8.2% |
| 5Y | +76.0% | +31.8% | +44.2% | +45.9% |
| All | +150.1% | +77.1% | +73.0% | +91.2% |
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