+109.3%
XBI vs MLM
+20.2%
+89.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | +7.1% | -6.8% | +13.9% | +9.8% |
| 3M | +22.9% | -11.2% | +34.1% | +27.4% |
| 6M | +29.7% | -21.8% | +51.5% | +41.2% |
| YTD | +34.5% | -17.0% | +51.5% | +41.6% |
| 1Y | +76.1% | -16.4% | +92.4% | +84.3% |
| All | +109.3% | +20.2% | +89.1% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling