+158.5%
XBI vs MLM
+204.6%
-46.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | +2.9% | -6.5% | +9.4% | +5.6% |
| 3M | +26.2% | -7.4% | +33.6% | +29.2% |
| 6M | +30.7% | -15.8% | +46.5% | +38.8% |
| YTD | +32.9% | -17.4% | +50.4% | +41.4% |
| 1Y | +72.3% | -17.9% | +90.2% | +83.3% |
| 3Y | +107.2% | +18.9% | +88.3% | +87.6% |
| 5Y | +23.2% | +43.4% | -20.3% | +2.5% |
| 10Y | +158.5% | +206.2% | -47.7% | +44.1% |
| All | +158.5% | +204.6% | -46.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling