+782.1%
XLK vs MLM
+204.6%
+577.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | -0.1% | -6.5% | +6.5% | +2.3% |
| 3M | +2.1% | -7.4% | +9.6% | +4.2% |
| 6M | +37.2% | -15.8% | +53.0% | +44.7% |
| YTD | +30.8% | -17.4% | +48.2% | +38.3% |
| 1Y | +42.6% | -17.9% | +60.5% | +50.8% |
| 3Y | +121.8% | +18.9% | +102.9% | +102.1% |
| 5Y | +145.7% | +43.4% | +102.2% | +107.5% |
| 10Y | +782.1% | +206.2% | +575.9% | +471.7% |
| All | +782.1% | +204.6% | +577.5% | +471.7% |
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