+1,033.0%
XLI vs MLM
+1,194.6%
-161.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.8% |
| 7D | -2.8% | -4.1% | +1.3% | -1.3% |
| 30D | -3.1% | +8.2% | -11.3% | -6.0% |
| 3M | -11.7% | -3.6% | -8.1% | -10.8% |
| 6M | -7.6% | -15.6% | +8.0% | -2.3% |
| YTD | +5.7% | -16.4% | +22.1% | +11.8% |
| 1Y | +7.8% | -14.3% | +22.2% | +13.0% |
| 3Y | +67.4% | +19.3% | +48.1% | +53.5% |
| 5Y | +64.8% | +29.6% | +35.2% | +44.4% |
| 10Y | +241.2% | +189.9% | +51.3% | +111.3% |
| All | +1,033.0% | +1,194.6% | -161.7% | +244.3% |
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