+138.8%
MLM vs XME
+260.6%
-121.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +9.0% | -6.1% | +15.2% | +11.9% |
| 3M | -5.6% | -18.6% | +13.1% | +3.4% |
| 6M | -10.7% | -23.9% | +13.2% | 0.0% |
| YTD | -17.2% | -9.3% | -7.8% | -16.1% |
| 1Y | -14.2% | +1.8% | -16.0% | -18.2% |
| 3Y | +15.6% | +93.0% | -77.4% | -23.7% |
| 5Y | +26.2% | +107.0% | -80.8% | -23.1% |
| All | +138.8% | +260.6% | -121.8% | -10.5% |
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 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