+1,434.9%
MLM vs EXEL
+334.5%
+1,100.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.4% | -4.4% |
| 7D | -1.2% | +3.8% | -5.0% | -1.7% |
| 30D | +7.9% | +17.8% | -9.9% | +5.5% |
| 3M | -4.5% | +21.2% | -25.6% | -7.1% |
| 6M | -12.6% | +54.7% | -67.3% | -18.1% |
| YTD | -14.9% | +56.8% | -71.6% | -20.5% |
| 1Y | -13.1% | +70.2% | -83.3% | -19.8% |
| 3Y | +21.2% | +227.2% | -206.0% | +0.1% |
| 5Y | +32.0% | +254.9% | -222.9% | +6.5% |
| 10Y | +195.3% | +476.9% | -281.6% | +107.2% |
| All | +1,434.9% | +334.5% | +1,100.3% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling