+3,327.9%
MLM vs EXPD
+25,491.8%
-22,163.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.3% |
| 7D | +9.1% | +0.3% | +8.9% | +9.0% |
| 30D | +14.6% | +1.8% | +12.8% | +13.9% |
| 3M | +0.3% | +8.9% | -8.6% | -2.5% |
| 6M | -7.5% | +42.2% | -49.7% | -17.4% |
| YTD | -10.2% | +33.4% | -43.6% | -18.9% |
| 1Y | -10.5% | +47.2% | -57.7% | -21.7% |
| 3Y | +27.8% | +81.3% | -53.5% | +3.5% |
| 5Y | +38.9% | +60.2% | -21.3% | +16.0% |
| 10Y | +211.4% | +339.5% | -128.1% | +92.0% |
| All | +3,327.9% | +25,491.8% | -22,163.9% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling