+163.0%
MXL vs MLM
+594.7%
-431.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.1% |
| 7D | -27.1% | -4.1% | -23.0% | -25.1% |
| 30D | -54.2% | +8.2% | -62.4% | -56.5% |
| 3M | -29.9% | -3.6% | -26.4% | -28.7% |
| 6M | -39.5% | -15.6% | -23.9% | -35.5% |
| YTD | +182.2% | -16.4% | +198.6% | +201.1% |
| 1Y | +231.8% | -14.3% | +246.2% | +249.0% |
| 3Y | +195.9% | +19.3% | +176.6% | +152.3% |
| 5Y | -27.3% | +29.6% | -56.8% | -40.3% |
| 10Y | +159.9% | +189.9% | -30.0% | +28.7% |
| All | +163.0% | +594.7% | -431.7% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling