+198.6%
CVX vs MLM
+167.5%
+31.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.7% |
| 7D | -7.5% | -3.8% | -3.6% | -6.3% |
| 30D | -0.6% | +11.0% | -11.6% | -4.4% |
| 3M | +14.0% | -3.1% | +17.0% | +14.7% |
| 6M | +18.1% | -9.8% | +27.9% | +20.6% |
| YTD | +42.2% | -14.4% | +56.5% | +46.4% |
| 1Y | +41.3% | -12.6% | +53.9% | +44.2% |
| 3Y | +68.3% | +19.7% | +48.6% | +47.1% |
| 5Y | +122.0% | +29.8% | +92.3% | +80.5% |
| 10Y | +198.6% | +153.5% | +45.0% | +59.2% |
| All | +198.6% | +167.5% | +31.1% | +59.2% |
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 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