+143.4%
MLM vs XHB
+248.4%
-105.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.4% |
| 7D | -2.9% | +1.2% | -4.0% | -3.7% |
| 30D | +10.4% | +8.9% | +1.6% | +3.7% |
| 3M | -3.7% | -4.2% | +0.4% | -1.0% |
| 6M | -10.3% | +1.4% | -11.6% | -11.5% |
| YTD | -14.8% | +1.2% | -16.0% | -16.2% |
| 1Y | -13.9% | -1.3% | -12.6% | -13.9% |
| 3Y | +18.4% | +36.6% | -18.2% | -10.7% |
| 5Y | +31.8% | +34.3% | -2.5% | -1.2% |
| 10Y | +143.4% | +241.1% | -97.6% | -21.3% |
| All | +143.4% | +248.4% | -105.0% | -21.3% |
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