+124.6%
XLP vs MLM
+185.4%
-60.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.9% |
| 7D | +0.7% | -4.1% | +4.9% | +1.5% |
| 30D | +10.3% | +8.2% | +2.1% | +8.7% |
| 3M | +6.5% | -3.6% | +10.1% | +7.1% |
| 6M | +8.4% | -15.6% | +23.9% | +11.4% |
| YTD | +18.2% | -16.4% | +34.6% | +21.4% |
| 1Y | +22.4% | -14.3% | +36.8% | +25.1% |
| 3Y | +41.9% | +19.3% | +22.6% | +34.7% |
| 5Y | +40.9% | +29.6% | +11.3% | +29.6% |
| All | +124.6% | +185.4% | -60.8% | +79.9% |
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