+43.7%
XRT vs MLM
+15.1%
+28.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.5% |
| 7D | +0.8% | -2.9% | +3.7% | +2.1% |
| 30D | -4.2% | -6.8% | +2.6% | -1.3% |
| 3M | +5.1% | -11.2% | +16.3% | +10.0% |
| 6M | +2.4% | -21.8% | +24.3% | +13.3% |
| YTD | +3.2% | -17.0% | +20.2% | +10.3% |
| 1Y | +1.5% | -16.4% | +17.9% | +7.9% |
| All | +43.7% | +15.1% | +28.6% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling