+217.9%
XLV vs MLM
+143.1%
+74.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -0.4% | -5.8% | +5.5% | +1.0% |
| 30D | +9.9% | +9.8% | 0.0% | +7.4% |
| 3M | +12.9% | -5.2% | +18.1% | +14.2% |
| 6M | +33.2% | -10.3% | +43.5% | +35.9% |
| YTD | +23.6% | -15.5% | +39.0% | +27.4% |
| 1Y | +27.5% | -15.0% | +42.5% | +31.3% |
| 3Y | +57.3% | +17.5% | +39.8% | +48.2% |
| 5Y | +53.9% | +30.5% | +23.4% | +39.0% |
| All | +217.9% | +143.1% | +74.8% | +133.0% |
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