+422.3%
XLF vs MLM
+1,186.2%
-763.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +1.3% |
| 30D | +0.2% | -6.8% | +7.0% | +3.3% |
| 3M | +11.7% | -11.2% | +22.9% | +17.1% |
| 6M | +13.8% | -21.8% | +35.6% | +26.0% |
| YTD | +7.0% | -17.0% | +24.0% | +14.6% |
| 1Y | +9.1% | -16.4% | +25.5% | +16.3% |
| 3Y | +75.6% | +14.5% | +61.1% | +58.3% |
| 5Y | +66.4% | +41.7% | +24.7% | +32.9% |
| 10Y | +250.3% | +200.0% | +50.2% | +81.5% |
| All | +422.3% | +1,186.2% | -763.9% | +16.8% |
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