+539.0%
XRT vs MLM
+687.1%
-148.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.3% | -0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.9% |
| 30D | +9.8% | +7.9% | +1.9% | +6.1% |
| 3M | -0.2% | -4.5% | +4.3% | +1.7% |
| 6M | +8.4% | -12.6% | +21.0% | +14.3% |
| YTD | +7.5% | -14.9% | +22.4% | +14.1% |
| 1Y | +13.2% | -13.1% | +26.2% | +18.9% |
| 3Y | +52.0% | +21.2% | +30.8% | +36.1% |
| 5Y | -3.2% | +32.0% | -35.2% | -17.3% |
| 10Y | +157.1% | +195.3% | -38.3% | +42.5% |
| All | +539.0% | +687.1% | -148.1% | +106.2% |
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