+649.7%
XLU vs MLM
+1,194.6%
-544.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | +4.8% | +8.2% | -3.4% | +3.1% |
| 3M | +0.2% | -3.6% | +3.7% | +0.7% |
| 6M | -4.3% | -15.6% | +11.2% | -1.5% |
| YTD | +3.1% | -16.4% | +19.6% | +6.2% |
| 1Y | +0.3% | -14.3% | +14.6% | +2.7% |
| 3Y | +52.9% | +19.3% | +33.6% | +45.1% |
| 5Y | +49.1% | +29.6% | +19.5% | +37.4% |
| 10Y | +146.6% | +189.9% | -43.4% | +85.1% |
| All | +649.7% | +1,194.6% | -544.9% | +263.7% |
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