+160.6%
XLB vs MLM
+199.9%
-39.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.9% |
| 7D | -1.4% | -2.9% | +1.5% | -0.1% |
| 30D | -0.4% | -6.8% | +6.4% | +2.8% |
| 3M | +2.0% | -11.2% | +13.2% | +7.2% |
| 6M | +1.8% | -21.8% | +23.7% | +13.2% |
| YTD | +16.6% | -17.0% | +33.6% | +25.5% |
| 1Y | +16.9% | -16.4% | +33.3% | +25.3% |
| 3Y | +32.6% | +14.5% | +18.1% | +21.3% |
| 5Y | +35.6% | +41.7% | -6.1% | +10.8% |
| All | +160.6% | +199.9% | -39.3% | +48.1% |
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