+18.0%
MLM vs XHB
+37.2%
-19.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -5.8% | -4.1% | -1.7% | -3.4% |
| 30D | +9.8% | +9.6% | +0.2% | +3.9% |
| 3M | -5.2% | -6.0% | +0.8% | -1.7% |
| 6M | -10.3% | +2.2% | -12.5% | -11.5% |
| YTD | -15.5% | +1.1% | -16.6% | -16.2% |
| 1Y | -15.0% | -1.7% | -13.3% | -14.5% |
| All | +18.0% | +37.2% | -19.2% | +0.7% |
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