+33.1%
XLV vs MLM
+19.3%
+13.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +0.9% | -6.5% | +7.4% | +2.2% |
| 3M | +10.0% | -7.4% | +17.4% | +11.3% |
| 6M | +10.4% | -15.8% | +26.2% | +13.8% |
| YTD | +8.9% | -17.4% | +26.3% | +12.2% |
| 1Y | +23.4% | -17.9% | +41.3% | +27.1% |
| 3Y | +33.1% | +18.9% | +14.2% | +26.3% |
| All | +33.1% | +19.3% | +13.8% | +26.3% |
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 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