+20.4%
XLV vs MLM
-17.1%
+37.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -3.6% | -0.9% | -2.6% | -3.4% |
| 30D | -1.8% | -6.1% | +4.3% | -0.9% |
| 3M | +7.8% | -9.7% | +17.5% | +9.1% |
| 6M | +9.1% | -14.4% | +23.5% | +11.5% |
| YTD | +7.7% | -17.7% | +25.5% | +9.6% |
| 1Y | +20.4% | -18.7% | +39.2% | +22.0% |
| All | +20.4% | -17.1% | +37.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling