+1,195.4%
XLY vs MLM
+1,209.5%
-14.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -1.1% | -5.8% | +4.7% | +1.2% |
| 30D | +7.8% | +9.8% | -2.1% | +4.0% |
| 3M | +1.7% | -5.2% | +6.9% | +3.5% |
| 6M | +1.8% | -10.3% | +12.1% | +5.1% |
| YTD | +2.0% | -15.5% | +17.4% | +7.2% |
| 1Y | +1.8% | -15.0% | +16.9% | +6.9% |
| 3Y | +53.7% | +17.5% | +36.2% | +41.7% |
| 5Y | +24.2% | +30.5% | -6.3% | +9.5% |
| 10Y | +236.3% | +145.5% | +90.7% | +119.8% |
| All | +1,195.4% | +1,209.5% | -14.2% | +260.1% |
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