+44.7%
XLU vs MLM
+43.0%
+1.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.1% | +1.4% | +0.7% | +1.8% |
| 30D | -0.4% | -6.5% | +6.2% | +1.1% |
| 3M | +0.5% | -7.4% | +7.9% | +1.9% |
| 6M | -5.8% | -15.8% | +10.0% | -2.5% |
| YTD | +3.1% | -17.4% | +20.6% | +7.0% |
| 1Y | +8.1% | -17.9% | +26.0% | +12.1% |
| 3Y | +50.5% | +18.9% | +31.7% | +40.0% |
| 5Y | +44.7% | +43.4% | +1.3% | +24.3% |
| All | +44.7% | +43.0% | +1.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling