+43.5%
MLM vs XHB
+37.5%
+6.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.1% |
| 30D | -6.8% | -6.9% | +0.1% | -2.4% |
| 3M | -11.2% | -1.3% | -10.0% | -10.6% |
| 6M | -21.8% | -6.8% | -15.0% | -18.4% |
| YTD | -17.0% | +0.7% | -17.7% | -17.6% |
| 1Y | -16.4% | -11.2% | -5.1% | -10.2% |
| 3Y | +14.5% | +25.3% | -10.9% | -5.8% |
| All | +43.5% | +37.5% | +6.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling