+59.3%
XLF vs MLM
+25.7%
+33.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +2.7% | -0.9% | +3.5% | +3.0% |
| 30D | +7.6% | +9.0% | -1.4% | +3.9% |
| 3M | +1.1% | -5.6% | +6.6% | +3.2% |
| 6M | +15.9% | -10.7% | +26.6% | +20.1% |
| YTD | +8.4% | -17.2% | +25.6% | +15.2% |
| 1Y | +12.5% | -14.2% | +26.7% | +17.6% |
| 3Y | +81.6% | +15.6% | +65.9% | +60.8% |
| All | +59.3% | +25.7% | +33.6% | +30.7% |
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 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