+3.6%
XLY vs MLM
-11.4%
+15.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | +6.1% | +9.1% | -3.1% | +3.5% |
| 30D | +10.8% | +14.6% | -3.9% | +6.6% |
| 3M | +3.6% | +0.3% | +3.3% | +3.4% |
| 6M | +4.4% | -7.5% | +11.8% | +6.1% |
| YTD | +3.1% | -10.2% | +13.3% | +3.0% |
| 1Y | +3.6% | -10.5% | +14.1% | +3.5% |
| All | +3.6% | -11.4% | +15.0% | +3.5% |
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 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