+115.5%
EXPE vs MLM
+185.4%
-69.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -3.8% |
| 7D | -9.3% | -4.1% | -5.2% | -6.6% |
| 30D | +0.1% | +8.2% | -8.0% | -3.5% |
| 3M | -15.3% | -3.6% | -11.7% | -13.1% |
| 6M | +5.5% | -15.6% | +21.0% | +15.9% |
| YTD | -8.0% | -16.4% | +8.5% | +0.6% |
| 1Y | +18.9% | -14.3% | +33.2% | +28.2% |
| 3Y | +135.5% | +19.3% | +116.2% | +106.4% |
| 5Y | +44.3% | +29.6% | +14.7% | +18.9% |
| All | +115.5% | +185.4% | -69.9% | +19.6% |
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 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