+37.5%
CVX vs MLM
-15.9%
+53.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.0% |
| 7D | +3.3% | -2.9% | +6.2% | +2.7% |
| 30D | +12.9% | -6.8% | +19.7% | +11.2% |
| 3M | +11.7% | -11.2% | +23.0% | +9.6% |
| 6M | +14.1% | -21.8% | +36.0% | +12.3% |
| YTD | +40.7% | -17.0% | +57.7% | +37.3% |
| 1Y | +37.5% | -16.4% | +53.9% | +34.8% |
| All | +37.5% | -15.9% | +53.4% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling