+566.3%
XLP vs MLM
+1,290.6%
-724.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.9% |
| 7D | +5.9% | +9.1% | -3.3% | +4.3% |
| 30D | +13.5% | +14.6% | -1.2% | +10.7% |
| 3M | +8.4% | +0.3% | +8.1% | +8.3% |
| 6M | +11.5% | -7.5% | +19.0% | +12.7% |
| YTD | +20.6% | -10.2% | +30.9% | +22.2% |
| 1Y | +24.3% | -10.5% | +34.8% | +26.0% |
| 3Y | +45.1% | +27.8% | +17.2% | +36.8% |
| 5Y | +44.6% | +38.9% | +5.7% | +32.8% |
| 10Y | +133.1% | +211.4% | -78.3% | +78.3% |
| All | +566.3% | +1,290.6% | -724.3% | +246.7% |
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