+855.0%
EXPE vs MLM
+805.9%
+49.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.3% |
| 7D | -9.5% | -2.9% | -6.6% | -8.2% |
| 30D | -6.6% | -6.8% | +0.2% | -3.3% |
| 3M | +31.4% | -11.2% | +42.6% | +39.1% |
| 6M | +35.2% | -21.8% | +57.0% | +51.7% |
| YTD | +5.8% | -17.0% | +22.8% | +14.6% |
| 1Y | +38.7% | -16.4% | +55.0% | +49.6% |
| 3Y | +175.8% | +14.5% | +161.3% | +149.9% |
| 5Y | +111.8% | +41.7% | +70.1% | +71.3% |
| 10Y | +179.7% | +200.0% | -20.3% | +48.6% |
| All | +855.0% | +805.9% | +49.1% | +215.5% |
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