-14.3%
MLM vs XME
+2.5%
-16.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.7% |
| 7D | -4.1% | -4.5% | +0.3% | -3.0% |
| 30D | +8.2% | -10.9% | +19.0% | +11.3% |
| 3M | -3.6% | -15.3% | +11.7% | +0.5% |
| 6M | -15.6% | -24.6% | +9.1% | -9.7% |
| YTD | -16.4% | -9.6% | -6.8% | -16.7% |
| 1Y | -14.3% | +2.9% | -17.3% | -17.3% |
| All | -14.3% | +2.5% | -16.8% | -17.3% |
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