+127.7%
EXPE vs MLM
+138.2%
-10.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | -6.1% | +9.0% | -15.1% | -10.0% |
| 3M | -21.3% | -5.6% | -15.7% | -18.3% |
| 6M | +19.0% | -10.7% | +29.7% | +26.9% |
| YTD | -8.4% | -17.2% | +8.7% | +0.7% |
| 1Y | -2.8% | -14.2% | +11.4% | +4.8% |
| 3Y | +120.8% | +15.6% | +105.1% | +96.1% |
| 5Y | +46.2% | +26.2% | +20.0% | +21.4% |
| All | +127.7% | +138.2% | -10.6% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling