+4.3%
XLY vs MLM
-16.0%
+20.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | +7.6% | +9.0% | -1.4% | +5.2% |
| 3M | +1.5% | -5.6% | +7.1% | +3.3% |
| 6M | +1.5% | -10.7% | +12.2% | +4.1% |
| YTD | +1.1% | -17.2% | +18.3% | +3.3% |
| 1Y | +4.3% | -14.2% | +18.5% | +4.4% |
| All | +4.3% | -16.0% | +20.2% | +4.4% |
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