+1,472.6%
XLK vs MLM
+1,186.2%
+286.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | +0.7% | -6.8% | +7.6% | +3.0% |
| 3M | -2.9% | -11.2% | +8.3% | +0.3% |
| 6M | +34.3% | -21.8% | +56.1% | +44.3% |
| YTD | +30.4% | -17.0% | +47.4% | +37.0% |
| 1Y | +43.4% | -16.4% | +59.7% | +50.0% |
| 3Y | +116.8% | +14.5% | +102.4% | +102.9% |
| 5Y | +144.0% | +41.7% | +102.3% | +112.0% |
| 10Y | +778.8% | +200.0% | +578.7% | +465.2% |
| All | +1,472.6% | +1,186.2% | +286.4% | +406.2% |
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 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