+773.1%
EXPE vs MLM
+828.9%
-55.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -5.2% | -8.6% | -11.1% |
| 7D | -3.6% | -1.2% | -2.4% | -2.6% |
| 30D | +4.8% | +7.9% | -3.2% | +1.3% |
| 3M | -14.6% | -4.5% | -10.2% | -12.2% |
| 6M | +10.0% | -12.6% | +22.6% | +17.8% |
| YTD | -3.3% | -14.9% | +11.6% | +4.0% |
| 1Y | +28.4% | -13.1% | +41.5% | +36.7% |
| 3Y | +145.1% | +21.2% | +123.9% | +117.6% |
| 5Y | +51.6% | +32.0% | +19.6% | +28.2% |
| 10Y | +128.8% | +195.3% | -66.5% | +23.3% |
| All | +773.1% | +828.9% | -55.8% | +186.2% |
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