+15.6%
MLM vs XME
+93.2%
-77.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +9.0% | -6.1% | +15.2% | +11.0% |
| 3M | -5.6% | -18.6% | +13.1% | +0.4% |
| 6M | -10.7% | -23.9% | +13.2% | -3.5% |
| YTD | -17.2% | -9.3% | -7.8% | -16.5% |
| 1Y | -14.2% | +1.8% | -16.0% | -17.1% |
| 3Y | +15.6% | +93.0% | -77.4% | -13.5% |
| All | +15.6% | +93.2% | -77.5% | -13.5% |
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 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