+508.9%
XLP vs MLM
+1,186.2%
-677.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.0% | -2.9% | +1.9% | -0.5% |
| 30D | -0.9% | -6.8% | +5.9% | +0.3% |
| 3M | +3.8% | -11.2% | +15.0% | +5.8% |
| 6M | -1.7% | -21.8% | +20.1% | +2.2% |
| YTD | +10.3% | -17.0% | +27.2% | +13.3% |
| 1Y | +7.8% | -16.4% | +24.2% | +10.5% |
| 3Y | +27.2% | +14.5% | +12.7% | +22.2% |
| 5Y | +32.5% | +41.7% | -9.2% | +21.2% |
| 10Y | +101.8% | +200.0% | -98.2% | +55.3% |
| All | +508.9% | +1,186.2% | -677.2% | +221.3% |
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