+39.5%
EXPE vs MLM
+23.5%
+16.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -3.7% |
| 7D | -9.3% | -4.1% | -5.2% | -6.3% |
| 30D | +0.1% | +8.2% | -8.0% | -3.8% |
| 3M | -15.3% | -3.6% | -11.7% | -12.9% |
| 6M | +5.5% | -15.6% | +21.0% | +16.9% |
| YTD | -8.0% | -16.4% | +8.5% | +1.1% |
| 1Y | +18.9% | -14.3% | +33.2% | +28.6% |
| 3Y | +135.5% | +19.3% | +116.2% | +95.1% |
| All | +39.5% | +23.5% | +16.0% | +4.6% |
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 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