+178.5%
EXE vs MLM
+72.6%
+105.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.3% | -2.9% | +2.7% | +0.5% |
| 30D | +8.5% | -6.8% | +15.3% | +10.4% |
| 3M | +5.5% | -11.2% | +16.7% | +8.3% |
| 6M | -5.9% | -21.8% | +15.9% | +0.1% |
| YTD | -9.7% | -17.0% | +7.3% | -6.5% |
| 1Y | +3.6% | -16.4% | +19.9% | +6.8% |
| 3Y | +18.0% | +14.5% | +3.6% | +6.5% |
| 5Y | +109.4% | +41.7% | +67.7% | +69.1% |
| All | +178.5% | +72.6% | +105.9% | +114.7% |
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 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