+143.2%
XLU vs MLM
+203.1%
-59.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +0.6% | -2.7% | +3.4% | +1.2% |
| 30D | -0.4% | -8.3% | +7.9% | +1.4% |
| 3M | -1.7% | -12.0% | +10.2% | +0.7% |
| 6M | -7.1% | -17.6% | +10.5% | -3.6% |
| YTD | +1.9% | -18.9% | +20.8% | +6.0% |
| 1Y | +6.1% | -17.6% | +23.8% | +9.8% |
| 3Y | +48.8% | +16.8% | +32.0% | +40.8% |
| 5Y | +43.8% | +41.0% | +2.8% | +28.6% |
| 10Y | +143.2% | +209.3% | -66.1% | +80.5% |
| All | +143.2% | +203.1% | -59.9% | +80.5% |
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