-28.0%
MXL vs MLM
+23.5%
-51.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.2% |
| 7D | -27.1% | -4.1% | -23.0% | -24.8% |
| 30D | -54.2% | +8.2% | -62.4% | -56.9% |
| 3M | -29.9% | -3.6% | -26.4% | -28.4% |
| 6M | -39.5% | -15.6% | -23.9% | -34.4% |
| YTD | +182.2% | -16.4% | +198.6% | +204.4% |
| 1Y | +231.8% | -14.3% | +246.2% | +250.2% |
| 3Y | +195.9% | +19.3% | +176.6% | +120.9% |
| All | -28.0% | +23.5% | -51.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling