+169.1%
XLB vs MLM
+185.4%
-16.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.5% | -4.1% | +2.6% | +0.4% |
| 30D | +6.1% | +8.2% | -2.1% | +2.2% |
| 3M | 0.0% | -3.6% | +3.6% | +1.5% |
| 6M | 0.0% | -15.6% | +15.5% | +7.2% |
| YTD | +16.0% | -16.4% | +32.5% | +24.4% |
| 1Y | +24.7% | -14.3% | +39.1% | +32.2% |
| 3Y | +40.4% | +19.3% | +21.0% | +26.1% |
| 5Y | +30.7% | +29.6% | +1.1% | +10.8% |
| All | +169.1% | +185.4% | -16.3% | +58.4% |
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 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