-3.2%
XRT vs MLM
+30.6%
-33.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | 0.0% |
| 7D | +2.3% | -1.2% | +3.5% | +3.0% |
| 30D | +9.8% | +7.9% | +1.9% | +5.2% |
| 3M | -0.2% | -4.5% | +4.3% | +2.1% |
| 6M | +8.4% | -12.6% | +21.0% | +15.7% |
| YTD | +7.5% | -14.9% | +22.4% | +15.3% |
| 1Y | +13.2% | -13.1% | +26.2% | +19.8% |
| 3Y | +52.0% | +21.2% | +30.8% | +26.9% |
| 5Y | -3.2% | +32.0% | -35.2% | -27.0% |
| All | -3.2% | +30.6% | -33.8% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling