+243.5%
MXL vs MLM
+204.6%
+38.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +6.3% |
| 7D | +15.5% | +1.4% | +14.1% | +14.5% |
| 30D | -11.3% | -6.5% | -4.8% | -7.5% |
| 3M | -16.1% | -7.4% | -8.7% | -14.6% |
| 6M | +323.0% | -15.8% | +338.8% | +355.0% |
| YTD | +281.5% | -17.4% | +298.9% | +313.6% |
| 1Y | +319.3% | -17.9% | +337.2% | +355.8% |
| 3Y | +189.4% | +18.9% | +170.5% | +144.3% |
| 5Y | +26.0% | +43.4% | -17.4% | -4.4% |
| 10Y | +243.5% | +206.2% | +37.3% | +68.4% |
| All | +243.5% | +204.6% | +38.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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