+162.4%
XLU vs MLM
+138.2%
+24.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +5.6% | +9.0% | -3.5% | +3.4% |
| 3M | +0.7% | -5.6% | +6.3% | +1.8% |
| 6M | -0.1% | -10.7% | +10.6% | +2.0% |
| YTD | +5.3% | -17.2% | +22.5% | +9.0% |
| 1Y | +2.2% | -14.2% | +16.4% | +4.8% |
| 3Y | +61.6% | +15.6% | +46.0% | +53.0% |
| 5Y | +53.6% | +26.2% | +27.3% | +40.0% |
| All | +162.4% | +138.2% | +24.2% | +96.1% |
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