+149.4%
XBI vs MLM
+167.5%
-18.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.1% |
| 7D | +3.2% | -3.8% | +7.0% | +4.8% |
| 30D | +2.0% | +11.0% | -9.0% | -2.1% |
| 3M | -0.3% | -3.1% | +2.8% | +0.7% |
| 6M | +16.6% | -9.8% | +26.4% | +20.2% |
| YTD | +28.8% | -14.4% | +43.2% | +34.7% |
| 1Y | +44.6% | -12.6% | +57.2% | +50.0% |
| 3Y | +137.1% | +19.7% | +117.4% | +114.9% |
| 5Y | +22.8% | +29.8% | -7.0% | +5.9% |
| 10Y | +149.4% | +153.5% | -4.1% | +57.0% |
| All | +149.4% | +167.5% | -18.0% | +57.0% |
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