+34.7%
XLC vs MLM
+30.6%
+4.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +1.4% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | -6.5% | +7.9% | -14.5% | -9.6% |
| 3M | -5.6% | -4.5% | -1.1% | -4.2% |
| 6M | -9.2% | -12.6% | +3.4% | -5.1% |
| YTD | -10.6% | -14.9% | +4.3% | -6.3% |
| 1Y | -6.9% | -13.1% | +6.2% | -3.4% |
| 3Y | +59.9% | +21.2% | +38.7% | +36.2% |
| 5Y | +34.7% | +32.0% | +2.7% | +4.2% |
| All | +34.7% | +30.6% | +4.0% | +4.2% |
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 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