+164.2%
XLB vs MLM
+138.2%
+25.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.9% |
| 30D | +5.2% | +9.0% | -3.9% | +1.0% |
| 3M | +0.3% | -5.6% | +5.9% | +2.7% |
| 6M | +1.2% | -10.7% | +11.8% | +5.9% |
| YTD | +16.6% | -17.2% | +33.8% | +25.6% |
| 1Y | +21.4% | -14.2% | +35.7% | +28.7% |
| 3Y | +43.2% | +15.6% | +27.6% | +30.4% |
| 5Y | +28.0% | +26.2% | +1.8% | +9.6% |
| All | +164.2% | +138.2% | +25.9% | +59.7% |
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