-10.5%
MLM vs XME
+5.2%
-15.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +9.1% | -5.5% | +14.6% | +10.6% |
| 30D | +14.6% | -11.1% | +25.8% | +18.1% |
| 3M | +0.3% | -11.1% | +11.4% | +3.2% |
| 6M | -7.5% | -18.0% | +10.5% | -3.2% |
| YTD | -10.2% | -7.4% | -2.9% | -11.1% |
| 1Y | -10.5% | +6.7% | -17.2% | -14.5% |
| All | -10.5% | +5.2% | -15.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling