+1,336.5%
XLK vs MLM
+1,226.6%
+109.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.3% | +2.9% |
| 7D | -1.9% | -3.8% | +1.9% | -0.6% |
| 30D | -14.0% | +11.0% | -25.0% | -17.1% |
| 3M | -9.0% | -3.1% | -5.9% | -8.4% |
| 6M | -2.4% | -9.8% | +7.4% | 0.0% |
| YTD | +19.1% | -14.4% | +33.5% | +23.6% |
| 1Y | +19.2% | -12.6% | +31.8% | +22.8% |
| 3Y | +99.1% | +19.7% | +79.3% | +83.5% |
| 5Y | +112.0% | +29.8% | +82.2% | +89.1% |
| 10Y | +699.4% | +153.5% | +545.9% | +442.8% |
| All | +1,336.5% | +1,226.6% | +109.9% | +356.7% |
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 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