+1,508.8%
XEL vs MLM
+2,981.8%
-1,473.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.4% |
| 30D | +10.0% | +8.2% | +1.8% | +8.6% |
| 3M | +4.3% | -3.6% | +7.9% | +4.8% |
| 6M | +0.5% | -15.6% | +16.0% | +2.8% |
| YTD | +10.4% | -16.4% | +26.8% | +12.9% |
| 1Y | +2.0% | -14.3% | +16.3% | +3.9% |
| 3Y | +45.6% | +19.3% | +26.2% | +39.5% |
| 5Y | +46.6% | +29.6% | +17.1% | +37.3% |
| 10Y | +168.3% | +189.9% | -21.6% | +113.5% |
| All | +1,508.8% | +2,981.8% | -1,473.0% | +819.3% |
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