+145.1%
XRT vs MLM
+149.0%
-3.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +4.1% | -2.9% | +7.0% | +5.5% |
| 30D | +9.9% | +10.4% | -0.5% | +5.1% |
| 3M | +2.3% | -3.7% | +6.0% | +3.9% |
| 6M | +9.6% | -10.3% | +19.8% | +14.3% |
| YTD | +9.1% | -14.8% | +23.9% | +15.9% |
| 1Y | +16.2% | -13.9% | +30.1% | +22.8% |
| 3Y | +60.1% | +18.4% | +41.7% | +44.1% |
| 5Y | -0.5% | +31.8% | -32.3% | -16.1% |
| 10Y | +145.1% | +143.4% | +1.7% | +47.6% |
| All | +145.1% | +149.0% | -3.9% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling