+61.3%
EXE vs MLM
+23.5%
+37.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.4% |
| 7D | -6.6% | -4.1% | -2.5% | -5.7% |
| 30D | -4.0% | +8.2% | -12.2% | -6.0% |
| 3M | -7.5% | -3.6% | -3.9% | -6.8% |
| 6M | -11.7% | -15.6% | +3.9% | -8.3% |
| YTD | -22.0% | -16.4% | -5.6% | -19.6% |
| 1Y | -21.8% | -14.3% | -7.5% | -20.1% |
| 3Y | +8.0% | +19.3% | -11.3% | -4.4% |
| All | +61.3% | +23.5% | +37.8% | +38.3% |
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