+145.7%
XLK vs MLM
+43.0%
+102.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | -0.1% | -6.5% | +6.5% | +3.0% |
| 3M | +2.1% | -7.4% | +9.6% | +4.6% |
| 6M | +37.2% | -15.8% | +53.0% | +46.9% |
| YTD | +30.8% | -17.4% | +48.2% | +40.2% |
| 1Y | +42.6% | -17.9% | +60.5% | +52.8% |
| 3Y | +121.8% | +18.9% | +102.9% | +87.7% |
| 5Y | +145.7% | +43.4% | +102.2% | +84.2% |
| All | +145.7% | +43.0% | +102.7% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling