+127.5%
XLP vs MLM
+190.7%
-63.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.2% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | +11.6% | +7.9% | +3.6% | +10.0% |
| 3M | +7.6% | -4.5% | +12.1% | +8.4% |
| 6M | +10.0% | -12.6% | +22.7% | +12.4% |
| YTD | +19.7% | -14.9% | +34.6% | +22.5% |
| 1Y | +23.5% | -13.1% | +36.5% | +25.8% |
| 3Y | +44.0% | +21.2% | +22.7% | +36.2% |
| 5Y | +42.7% | +32.0% | +10.7% | +30.8% |
| All | +127.5% | +190.7% | -63.2% | +81.6% |
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