+148.1%
XRT vs MLM
+185.4%
-37.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | +0.9% | -4.1% | +5.0% | +2.9% |
| 30D | +7.9% | +8.2% | -0.2% | +4.2% |
| 3M | -0.2% | -3.6% | +3.4% | +1.3% |
| 6M | +5.6% | -15.6% | +21.1% | +13.2% |
| YTD | +5.7% | -16.4% | +22.1% | +13.2% |
| 1Y | +14.6% | -14.3% | +28.9% | +21.3% |
| 3Y | +50.7% | +19.3% | +31.4% | +35.3% |
| 5Y | -4.8% | +29.6% | -34.4% | -19.0% |
| All | +148.1% | +185.4% | -37.4% | +47.9% |
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