+168.8%
XLB vs MLM
+140.5%
+28.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -1.6% | -5.8% | +4.2% | +1.1% |
| 30D | +7.2% | +9.8% | -2.6% | +2.6% |
| 3M | 0.0% | -5.2% | +5.2% | +2.3% |
| 6M | +2.3% | -10.3% | +12.6% | +6.8% |
| YTD | +18.4% | -15.5% | +33.9% | +26.3% |
| 1Y | +23.3% | -15.0% | +38.4% | +31.2% |
| 3Y | +45.2% | +17.5% | +27.7% | +31.2% |
| 5Y | +31.0% | +30.5% | +0.4% | +10.4% |
| 10Y | +168.8% | +145.5% | +23.2% | +60.7% |
| All | +168.8% | +140.5% | +28.2% | +60.7% |
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 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