+672.6%
MLM vs XME
+161.1%
+511.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.6% | +0.4% | -2.5% |
| 7D | -1.2% | -10.5% | +9.3% | +4.1% |
| 30D | +7.9% | -16.5% | +24.4% | +17.2% |
| 3M | -4.5% | -19.2% | +14.7% | +5.0% |
| 6M | -12.6% | -23.8% | +11.2% | -2.2% |
| YTD | -14.9% | -12.6% | -2.3% | -11.9% |
| 1Y | -13.1% | -0.1% | -12.9% | -15.9% |
| 3Y | +21.2% | +79.3% | -58.0% | -14.7% |
| 5Y | +32.0% | +108.2% | -76.2% | -16.7% |
| 10Y | +195.3% | +292.6% | -97.2% | +28.4% |
| All | +672.6% | +161.1% | +511.5% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling