+609.5%
MLM vs XHB
+172.9%
+436.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -4.1% | +1.3% | -5.4% | -5.0% |
| 30D | +8.2% | +7.8% | +0.4% | +2.7% |
| 3M | -3.6% | -5.5% | +1.9% | 0.0% |
| 6M | -15.6% | -2.6% | -13.0% | -14.3% |
| YTD | -16.4% | +0.4% | -16.8% | -17.1% |
| 1Y | -14.3% | -1.0% | -13.4% | -14.4% |
| 3Y | +19.3% | +37.3% | -18.0% | -7.3% |
| 5Y | +29.6% | +33.7% | -4.1% | +1.0% |
| 10Y | +189.9% | +256.9% | -67.0% | +14.9% |
| All | +609.5% | +172.9% | +436.7% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling