+151.4%
EXE vs MLM
+73.5%
+77.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +3.6% | -2.0% | +5.5% | +4.1% |
| 30D | -4.3% | +9.5% | -13.8% | -6.8% |
| 3M | -7.7% | -4.7% | -2.9% | -6.7% |
| 6M | -7.2% | -10.7% | +3.5% | -5.3% |
| YTD | -18.5% | -16.6% | -2.0% | -15.8% |
| 1Y | -24.4% | -15.4% | -9.0% | -22.3% |
| 3Y | +21.6% | +15.9% | +5.6% | +9.3% |
| 5Y | +77.3% | +27.1% | +50.2% | +48.6% |
| All | +151.4% | +73.5% | +77.9% | +93.1% |
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