+125.0%
XBI vs MLM
+140.0%
-14.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | +3.0% | +9.5% | -6.5% | -0.6% |
| 3M | -5.1% | -4.7% | -0.4% | -3.6% |
| 6M | +12.2% | -10.7% | +22.9% | +16.1% |
| YTD | +24.1% | -16.6% | +40.7% | +31.1% |
| 1Y | +33.1% | -15.4% | +48.5% | +39.8% |
| 3Y | +127.3% | +15.9% | +111.3% | +108.6% |
| 5Y | +20.2% | +27.1% | -6.9% | +4.6% |
| All | +125.0% | +140.0% | -14.9% | +44.9% |
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