+251.0%
XLF vs MLM
+206.1%
+44.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +1.2% |
| 30D | +0.2% | -6.8% | +7.0% | +3.1% |
| 3M | +11.7% | -11.2% | +22.9% | +16.8% |
| 6M | +13.8% | -21.8% | +35.6% | +25.3% |
| YTD | +7.0% | -17.0% | +24.0% | +14.1% |
| 1Y | +9.1% | -16.4% | +25.5% | +15.8% |
| 3Y | +75.6% | +14.5% | +61.1% | +58.6% |
| 5Y | +66.4% | +41.7% | +24.7% | +33.4% |
| All | +251.0% | +206.1% | +44.9% | +98.0% |
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