+228.0%
XLI vs MLM
+149.0%
+79.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.5% | -2.9% | +1.3% | -0.3% |
| 30D | -0.3% | +10.4% | -10.7% | -4.6% |
| 3M | -8.4% | -3.7% | -4.6% | -7.1% |
| 6M | -2.1% | -10.3% | +8.2% | +1.7% |
| YTD | +9.6% | -14.8% | +24.4% | +15.9% |
| 1Y | +10.7% | -13.9% | +24.6% | +16.4% |
| 3Y | +71.6% | +18.4% | +53.2% | +54.9% |
| 5Y | +70.8% | +31.8% | +39.0% | +43.9% |
| 10Y | +228.0% | +143.4% | +84.5% | +95.5% |
| All | +228.0% | +149.0% | +79.0% | +95.5% |
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