+142.7%
EXE vs MLM
+77.0%
+65.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.9% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -3.3% | +7.9% | -11.2% | -5.4% |
| 3M | -5.5% | -4.5% | -1.0% | -4.6% |
| 6M | -13.4% | -12.6% | -0.8% | -10.9% |
| YTD | -21.3% | -14.9% | -6.4% | -19.1% |
| 1Y | -20.7% | -13.1% | -7.6% | -19.2% |
| 3Y | +3.9% | +21.2% | -17.3% | -8.0% |
| 5Y | +63.7% | +32.0% | +31.7% | +35.7% |
| All | +142.7% | +77.0% | +65.7% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling