+235.2%
XLI vs MLM
+167.5%
+67.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.8% |
| 7D | -0.5% | -3.8% | +3.4% | +1.2% |
| 30D | -0.2% | +11.0% | -11.2% | -4.8% |
| 3M | -8.6% | -3.1% | -5.5% | -7.6% |
| 6M | -2.0% | -9.8% | +7.8% | +1.5% |
| YTD | +9.7% | -14.4% | +24.1% | +15.8% |
| 1Y | +11.4% | -12.6% | +24.0% | +16.4% |
| 3Y | +74.2% | +19.7% | +54.5% | +56.5% |
| 5Y | +70.0% | +29.8% | +40.2% | +44.1% |
| 10Y | +235.2% | +153.5% | +81.7% | +97.7% |
| All | +235.2% | +167.5% | +67.8% | +97.7% |
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 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