+126.6%
XLC vs MLM
+144.9%
-18.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +1.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | -6.5% | +7.9% | -14.5% | -9.1% |
| 3M | -5.6% | -4.5% | -1.1% | -4.4% |
| 6M | -9.2% | -12.6% | +3.4% | -5.8% |
| YTD | -10.6% | -14.9% | +4.3% | -6.9% |
| 1Y | -6.9% | -13.1% | +6.2% | -3.8% |
| 3Y | +59.9% | +21.2% | +38.7% | +44.4% |
| 5Y | +34.7% | +32.0% | +2.7% | +15.8% |
| All | +126.6% | +144.9% | -18.3% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling