+23.5%
XBI vs MLM
+41.9%
-18.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.9% |
| 7D | +0.9% | -2.9% | +3.8% | +2.2% |
| 30D | +7.1% | -6.8% | +13.9% | +10.5% |
| 3M | +22.9% | -11.2% | +34.1% | +28.7% |
| 6M | +29.7% | -21.8% | +51.5% | +44.4% |
| YTD | +34.5% | -17.0% | +51.5% | +44.0% |
| 1Y | +76.1% | -16.4% | +92.4% | +87.2% |
| 3Y | +103.2% | +14.5% | +88.7% | +77.8% |
| All | +23.5% | +41.9% | -18.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling