+206.1%
MLM vs XME
+407.4%
-201.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -6.8% | +6.0% | -12.8% | -9.5% |
| 3M | -11.2% | -7.7% | -3.5% | -8.5% |
| 6M | -21.8% | +1.0% | -22.8% | -23.4% |
| YTD | -17.0% | +14.6% | -31.6% | -24.3% |
| 1Y | -16.4% | +46.0% | -62.3% | -33.4% |
| 3Y | +14.5% | +127.0% | -112.5% | -29.5% |
| 5Y | +41.7% | +175.8% | -134.1% | -25.1% |
| All | +206.1% | +407.4% | -201.3% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling