+181.2%
MLM vs XHB
+252.6%
-71.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -4.1% | +1.3% | -5.4% | -5.1% |
| 30D | +8.2% | +7.8% | +0.4% | +2.4% |
| 3M | -3.6% | -5.5% | +1.9% | +0.2% |
| 6M | -15.6% | -2.6% | -13.0% | -14.3% |
| YTD | -16.4% | +0.4% | -16.8% | -17.2% |
| 1Y | -14.3% | -1.0% | -13.4% | -14.5% |
| 3Y | +19.3% | +37.3% | -18.0% | -10.5% |
| 5Y | +29.6% | +33.7% | -4.1% | -2.7% |
| All | +181.2% | +252.6% | -71.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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