+1,117.4%
XLI vs MLM
+1,186.2%
-68.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -1.1% | -2.9% | +1.9% | 0.0% |
| 30D | -5.9% | -6.8% | +0.9% | -3.5% |
| 3M | -0.3% | -11.2% | +11.0% | +3.8% |
| 6M | +0.1% | -21.8% | +22.0% | +9.2% |
| YTD | +13.6% | -17.0% | +30.6% | +20.7% |
| 1Y | +17.2% | -16.4% | +33.6% | +24.0% |
| 3Y | +68.2% | +14.5% | +53.7% | +56.6% |
| 5Y | +80.7% | +41.7% | +39.0% | +53.3% |
| 10Y | +253.3% | +200.0% | +53.2% | +116.2% |
| All | +1,117.4% | +1,186.2% | -68.7% | +271.6% |
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