+19.3%
MLM vs XME
+84.7%
-65.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.9% |
| 7D | -4.1% | -4.5% | +0.3% | -2.8% |
| 30D | +8.2% | -10.9% | +19.0% | +11.9% |
| 3M | -3.6% | -15.3% | +11.7% | +1.2% |
| 6M | -15.6% | -24.6% | +9.1% | -8.5% |
| YTD | -16.4% | -9.6% | -6.8% | -15.7% |
| 1Y | -14.3% | +2.9% | -17.3% | -17.5% |
| 3Y | +19.3% | +86.9% | -67.6% | -9.6% |
| All | +19.3% | +84.7% | -65.4% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling