+159.4%
XLU vs MLM
+149.0%
+10.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | +5.6% | +10.4% | -4.8% | +3.2% |
| 3M | +2.1% | -3.7% | +5.9% | +2.8% |
| 6M | -0.9% | -10.3% | +9.4% | +1.1% |
| YTD | +4.6% | -14.8% | +19.4% | +7.5% |
| 1Y | +0.3% | -13.9% | +14.2% | +2.9% |
| 3Y | +58.6% | +18.4% | +40.2% | +49.3% |
| 5Y | +51.5% | +31.8% | +19.7% | +36.7% |
| 10Y | +159.4% | +143.4% | +15.9% | +92.5% |
| All | +159.4% | +149.0% | +10.4% | +92.5% |
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