+37.7%
XLC vs MLM
+41.9%
-4.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.8% | -2.9% | +2.1% | +0.3% |
| 30D | +1.0% | -6.8% | +7.9% | +3.8% |
| 3M | -0.7% | -11.2% | +10.5% | +3.4% |
| 6M | -5.1% | -21.8% | +16.7% | +3.9% |
| YTD | -4.3% | -17.0% | +12.7% | +1.5% |
| 1Y | -0.6% | -16.4% | +15.8% | +4.8% |
| 3Y | +72.7% | +14.5% | +58.2% | +52.3% |
| All | +37.7% | +41.9% | -4.3% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling