+145.5%
MLM vs EXEL
+354.7%
-209.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -5.8% | -2.8% | -3.0% | -5.4% |
| 30D | +9.8% | +18.2% | -8.3% | +7.2% |
| 3M | -5.2% | +37.7% | -42.9% | -9.6% |
| 6M | -10.3% | +42.2% | -52.5% | -15.0% |
| YTD | -15.5% | +61.3% | -76.8% | -21.6% |
| 1Y | -15.0% | +64.5% | -79.5% | -21.5% |
| 3Y | +17.5% | +236.7% | -219.2% | -4.6% |
| 5Y | +30.5% | +296.3% | -265.8% | +2.2% |
| 10Y | +145.5% | +331.1% | -185.6% | +80.7% |
| All | +145.5% | +354.7% | -209.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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