+135.8%
XLC vs MLM
+143.2%
-7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +3.5% | -5.8% | +9.3% | +5.5% |
| 30D | -2.6% | +9.8% | -12.4% | -5.8% |
| 3M | -2.1% | -5.2% | +3.1% | -0.6% |
| 6M | -5.5% | -10.3% | +4.8% | -2.8% |
| YTD | -6.9% | -15.5% | +8.6% | -2.9% |
| 1Y | -3.7% | -15.0% | +11.3% | +0.2% |
| 3Y | +64.2% | +17.5% | +46.7% | +50.0% |
| 5Y | +43.0% | +30.5% | +12.5% | +23.5% |
| All | +135.8% | +143.2% | -7.4% | +63.4% |
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