+77.8%
XLF vs MLM
+18.7%
+59.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +1.2% | -4.1% | +5.3% | +2.6% |
| 30D | +6.3% | +8.2% | -1.8% | +3.7% |
| 3M | -0.8% | -3.6% | +2.8% | +0.2% |
| 6M | +11.0% | -15.6% | +26.6% | +16.7% |
| YTD | +5.6% | -16.4% | +22.1% | +10.5% |
| 1Y | +10.8% | -14.3% | +25.1% | +14.7% |
| 3Y | +77.8% | +19.3% | +58.5% | +61.7% |
| All | +77.8% | +18.7% | +59.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling