+44.8%
XLP vs MLM
+27.5%
+17.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.0% |
| 7D | +5.9% | +9.1% | -3.3% | +4.5% |
| 30D | +13.5% | +14.6% | -1.2% | +11.2% |
| 3M | +8.4% | +0.3% | +8.1% | +8.2% |
| 6M | +11.5% | -7.5% | +19.0% | +12.4% |
| YTD | +20.6% | -10.2% | +30.9% | +21.6% |
| 1Y | +24.3% | -10.5% | +34.8% | +25.3% |
| All | +44.8% | +27.5% | +17.3% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling