+21.5%
MLM vs EXPD
+72.7%
-51.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -4.1% |
| 7D | -1.2% | -4.8% | +3.6% | -0.1% |
| 30D | +7.9% | -1.5% | +9.5% | +8.3% |
| 3M | -4.5% | +4.1% | -8.6% | -5.4% |
| 6M | -12.6% | +24.0% | -36.7% | -17.1% |
| YTD | -14.9% | +27.4% | -42.3% | -20.6% |
| 1Y | -13.1% | +38.4% | -51.4% | -21.0% |
| All | +21.5% | +72.7% | -51.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling