+26.5%
MLM vs XHB
+28.9%
-2.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +9.0% | +9.9% | -0.9% | +2.4% |
| 3M | -5.6% | -6.3% | +0.7% | -1.6% |
| 6M | -10.7% | +3.8% | -14.5% | -13.1% |
| YTD | -17.2% | +0.1% | -17.3% | -17.6% |
| 1Y | -14.2% | -0.8% | -13.4% | -14.3% |
| 3Y | +15.6% | +35.6% | -20.0% | -10.1% |
| All | +26.5% | +28.9% | -2.4% | -1.3% |
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