+822.8%
XLB vs MLM
+1,218.8%
-396.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | -0.7% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | +5.2% | +7.9% | -2.7% | +1.8% |
| 3M | -0.1% | -4.5% | +4.3% | +1.6% |
| 6M | +2.4% | -12.6% | +15.0% | +7.8% |
| YTD | +16.9% | -14.9% | +31.7% | +23.8% |
| 1Y | +25.0% | -13.1% | +38.1% | +31.2% |
| 3Y | +40.7% | +21.2% | +19.5% | +27.1% |
| 5Y | +31.6% | +32.0% | -0.4% | +13.2% |
| 10Y | +175.3% | +195.3% | -20.1% | +59.8% |
| All | +822.8% | +1,218.8% | -396.0% | +147.1% |
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 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