+80.3%
EXE vs MLM
+25.7%
+54.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +5.3% | -0.9% | +6.2% | +5.5% |
| 30D | -2.2% | +9.0% | -11.2% | -4.4% |
| 3M | -5.9% | -5.6% | -0.3% | -4.8% |
| 6M | -5.7% | -10.7% | +5.0% | -3.8% |
| YTD | -17.8% | -17.2% | -0.7% | -15.1% |
| 1Y | -23.1% | -14.2% | -8.9% | -21.6% |
| 3Y | +21.2% | +15.6% | +5.6% | +8.6% |
| All | +80.3% | +25.7% | +54.6% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling