+225.2%
XLF vs MLM
+140.5%
+84.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.0% | -5.8% | +4.9% | +1.6% |
| 30D | +6.5% | +9.8% | -3.3% | +2.1% |
| 3M | +1.8% | -5.2% | +7.0% | +3.9% |
| 6M | +15.4% | -10.3% | +25.6% | +19.6% |
| YTD | +8.4% | -15.5% | +23.8% | +14.5% |
| 1Y | +11.9% | -15.0% | +27.0% | +18.0% |
| 3Y | +81.1% | +17.5% | +63.7% | +61.7% |
| 5Y | +59.5% | +30.5% | +28.9% | +32.5% |
| 10Y | +225.2% | +145.5% | +79.7% | +89.1% |
| All | +225.2% | +140.5% | +84.6% | +89.1% |
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