+162.1%
MXL vs MLM
+15.1%
+146.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +1.6% | -2.9% | +4.5% | +3.2% |
| 30D | -7.0% | -6.8% | -0.2% | -3.8% |
| 3M | -33.4% | -11.2% | -22.2% | -31.1% |
| 6M | +260.2% | -21.8% | +282.0% | +307.7% |
| YTD | +260.0% | -17.0% | +276.9% | +283.7% |
| 1Y | +303.5% | -16.4% | +319.8% | +326.3% |
| All | +162.1% | +15.1% | +146.9% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling