+1,184.6%
XLY vs MLM
+1,183.3%
+1.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +7.6% | +9.0% | -1.4% | +4.1% |
| 3M | +1.5% | -5.6% | +7.1% | +3.5% |
| 6M | +1.5% | -10.7% | +12.2% | +5.0% |
| YTD | +1.1% | -17.2% | +18.3% | +7.1% |
| 1Y | +4.3% | -14.2% | +18.5% | +9.1% |
| 3Y | +51.8% | +15.6% | +36.2% | +40.8% |
| 5Y | +22.8% | +26.2% | -3.5% | +9.6% |
| 10Y | +233.4% | +140.6% | +92.9% | +119.7% |
| All | +1,184.6% | +1,183.3% | +1.3% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling