+146.7%
XEL vs MLM
+204.6%
-57.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | -1.5% | -6.5% | +5.0% | -0.4% |
| 3M | -0.2% | -7.4% | +7.2% | +0.9% |
| 6M | -5.4% | -15.8% | +10.4% | -2.9% |
| YTD | +5.6% | -17.4% | +23.1% | +8.7% |
| 1Y | +10.5% | -17.9% | +28.4% | +13.6% |
| 3Y | +49.2% | +18.9% | +30.3% | +41.8% |
| 5Y | +30.1% | +43.4% | -13.3% | +17.8% |
| 10Y | +146.7% | +206.2% | -59.5% | +87.2% |
| All | +146.7% | +204.6% | -57.9% | +87.2% |
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 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