+20.0%
EXE vs MLM
+15.1%
+4.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.3% | -2.9% | +2.7% | +0.1% |
| 30D | +8.5% | -6.8% | +15.3% | +9.4% |
| 3M | +5.5% | -11.2% | +16.7% | +6.8% |
| 6M | -5.9% | -21.8% | +15.9% | -2.4% |
| YTD | -9.7% | -17.0% | +7.3% | -8.2% |
| 1Y | +3.6% | -16.4% | +19.9% | +5.0% |
| All | +20.0% | +15.1% | +4.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling