+658.4%
MLM vs XME
+169.9%
+488.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -3.4% |
| 7D | -4.1% | -4.5% | +0.3% | -2.1% |
| 30D | +8.2% | -10.9% | +19.0% | +13.8% |
| 3M | -3.6% | -15.3% | +11.7% | +3.6% |
| 6M | -15.6% | -24.6% | +9.1% | -5.0% |
| YTD | -16.4% | -9.6% | -6.8% | -14.9% |
| 1Y | -14.3% | +2.9% | -17.3% | -18.4% |
| 3Y | +19.3% | +86.9% | -67.6% | -17.8% |
| 5Y | +29.6% | +115.2% | -85.6% | -19.5% |
| 10Y | +189.9% | +305.7% | -115.8% | +24.0% |
| All | +658.4% | +169.9% | +488.5% | +167.1% |
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