+127.5%
XLC vs MLM
+140.4%
-12.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.0% |
| 7D | +4.9% | -4.1% | +9.0% | +6.3% |
| 30D | -5.8% | +8.2% | -14.0% | -8.5% |
| 3M | -5.4% | -3.6% | -1.9% | -4.6% |
| 6M | -10.2% | -15.6% | +5.4% | -5.7% |
| YTD | -10.2% | -16.4% | +6.3% | -5.9% |
| 1Y | -5.6% | -14.3% | +8.7% | -2.0% |
| 3Y | +61.0% | +19.3% | +41.7% | +46.2% |
| 5Y | +35.2% | +29.6% | +5.7% | +17.0% |
| All | +127.5% | +140.4% | -12.9% | +58.2% |
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