+622.8%
MLM vs XHB
+177.0%
+445.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.7% | -2.9% |
| 7D | -1.2% | +2.5% | -3.8% | -2.9% |
| 30D | +7.9% | +6.7% | +1.3% | +3.3% |
| 3M | -4.5% | -5.8% | +1.4% | -0.7% |
| 6M | -12.6% | +1.7% | -14.4% | -13.9% |
| YTD | -14.9% | +1.9% | -16.7% | -16.4% |
| 1Y | -13.1% | +0.9% | -13.9% | -14.2% |
| 3Y | +21.2% | +37.6% | -16.4% | -5.9% |
| 5Y | +32.0% | +35.7% | -3.7% | +1.8% |
| 10Y | +195.3% | +262.3% | -67.0% | +15.8% |
| All | +622.8% | +177.0% | +445.8% | +165.5% |
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