+112.0%
XLK vs MLM
+27.9%
+84.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.3% | +2.6% |
| 7D | -1.9% | -3.8% | +1.9% | 0.0% |
| 30D | -14.0% | +11.0% | -25.0% | -18.3% |
| 3M | -9.0% | -3.1% | -5.9% | -8.0% |
| 6M | -2.4% | -9.8% | +7.4% | +1.1% |
| YTD | +19.1% | -14.4% | +33.5% | +25.3% |
| 1Y | +19.2% | -12.6% | +31.8% | +23.9% |
| 3Y | +99.1% | +19.7% | +79.3% | +67.2% |
| 5Y | +112.0% | +29.8% | +82.2% | +64.7% |
| All | +112.0% | +27.9% | +84.0% | +64.7% |
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 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