+21.5%
MLM vs EXEL
+227.0%
-205.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.4% | -4.5% |
| 7D | -1.2% | +3.8% | -5.0% | -1.6% |
| 30D | +7.9% | +17.8% | -9.9% | +5.9% |
| 3M | -4.5% | +21.2% | -25.6% | -6.7% |
| 6M | -12.6% | +54.7% | -67.3% | -17.0% |
| YTD | -14.9% | +56.8% | -71.6% | -19.4% |
| 1Y | -13.1% | +70.2% | -83.3% | -18.4% |
| All | +21.5% | +227.0% | -205.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling