-13.4%
MLM vs XHB
+1.3%
-14.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | 0.0% |
| 7D | -3.8% | +1.3% | -5.2% | -4.7% |
| 30D | +11.0% | +11.8% | -0.8% | +2.6% |
| 3M | -3.1% | -3.8% | +0.8% | -0.5% |
| 6M | -9.8% | +4.1% | -13.9% | -12.5% |
| YTD | -14.4% | +4.0% | -18.3% | -16.3% |
| All | -13.4% | +1.3% | -14.7% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling