+153.5%
MLM vs XME
+294.4%
-140.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | -0.1% |
| 7D | -3.8% | +0.9% | -4.8% | -4.3% |
| 30D | +11.0% | -7.3% | +18.3% | +14.6% |
| 3M | -3.1% | -14.8% | +11.7% | +3.8% |
| 6M | -9.8% | -18.4% | +8.6% | -2.3% |
| YTD | -14.4% | -4.7% | -9.7% | -15.2% |
| 1Y | -12.6% | +5.7% | -18.3% | -18.1% |
| 3Y | +19.7% | +104.0% | -84.2% | -22.9% |
| 5Y | +29.8% | +122.4% | -92.7% | -23.7% |
| 10Y | +153.5% | +285.4% | -131.8% | -6.8% |
| All | +153.5% | +294.4% | -140.8% | -6.8% |
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