+186.5%
MLM vs EXPD
+313.3%
-126.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -3.2% |
| 7D | -1.2% | -4.8% | +3.6% | +0.9% |
| 30D | +7.9% | -1.5% | +9.5% | +8.6% |
| 3M | -4.5% | +4.1% | -8.6% | -6.4% |
| 6M | -12.6% | +24.0% | -36.7% | -21.2% |
| YTD | -14.9% | +27.4% | -42.3% | -25.4% |
| 1Y | -13.1% | +38.4% | -51.4% | -27.0% |
| 3Y | +21.2% | +73.2% | -52.0% | -11.8% |
| 5Y | +32.0% | +59.9% | -27.8% | -1.8% |
| All | +186.5% | +313.3% | -126.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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