+181.2%
MLM vs EXEL
+461.0%
-279.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +8.2% | +19.0% | -10.9% | +5.3% |
| 3M | -3.6% | +33.3% | -36.9% | -7.9% |
| 6M | -15.6% | +42.9% | -58.4% | -20.3% |
| YTD | -16.4% | +58.7% | -75.2% | -22.7% |
| 1Y | -14.3% | +70.5% | -84.9% | -21.7% |
| 3Y | +19.3% | +233.8% | -214.5% | -4.4% |
| 5Y | +29.6% | +259.3% | -229.8% | +1.1% |
| All | +181.2% | +461.0% | -279.8% | +58.9% |
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