+56.3%
XLV vs MLM
+15.7%
+40.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +8.6% | +9.0% | -0.5% | +6.7% |
| 3M | +12.6% | -5.6% | +18.2% | +13.8% |
| 6M | +29.8% | -10.7% | +40.5% | +32.2% |
| YTD | +23.5% | -17.2% | +40.7% | +27.2% |
| 1Y | +25.7% | -14.2% | +39.9% | +28.4% |
| 3Y | +56.3% | +15.6% | +40.7% | +48.5% |
| All | +56.3% | +15.7% | +40.7% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling