+955.3%
XBI vs MLM
+611.1%
+344.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | +7.1% | -6.8% | +13.9% | +9.9% |
| 3M | +22.9% | -11.2% | +34.1% | +27.8% |
| 6M | +29.7% | -21.8% | +51.5% | +41.6% |
| YTD | +34.5% | -17.0% | +51.5% | +42.6% |
| 1Y | +76.1% | -16.4% | +92.4% | +85.9% |
| 3Y | +103.2% | +14.5% | +88.7% | +87.8% |
| 5Y | +22.8% | +41.7% | -18.9% | +3.6% |
| 10Y | +176.3% | +200.0% | -23.8% | +62.3% |
| All | +955.3% | +611.1% | +344.2% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling