+18.5%
MLM vs XHB
+26.1%
-7.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.1% |
| 30D | -6.8% | -6.9% | +0.1% | -2.7% |
| 3M | -11.2% | -1.3% | -10.0% | -10.5% |
| 6M | -21.8% | -6.8% | -15.0% | -18.7% |
| YTD | -17.0% | +0.7% | -17.7% | -17.4% |
| 1Y | -16.4% | -11.2% | -5.1% | -10.8% |
| All | +18.5% | +26.1% | -7.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling