+60.3%
XLC vs MLM
+20.9%
+39.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.8% |
| 7D | +3.1% | -1.2% | +4.3% | +3.4% |
| 30D | -6.5% | +7.9% | -14.5% | -8.6% |
| 3M | -5.6% | -4.5% | -1.1% | -4.6% |
| 6M | -9.2% | -12.6% | +3.4% | -6.4% |
| YTD | -10.6% | -14.9% | +4.3% | -7.7% |
| 1Y | -6.9% | -13.1% | +6.2% | -4.6% |
| All | +60.3% | +20.9% | +39.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling