+204.9%
CVX vs MLM
+140.5%
+64.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.2% |
| 7D | -1.7% | -5.8% | +4.1% | +0.3% |
| 30D | -0.8% | +9.8% | -10.6% | -4.3% |
| 3M | +9.4% | -5.2% | +14.6% | +10.9% |
| 6M | +17.5% | -10.3% | +27.8% | +20.2% |
| YTD | +43.8% | -15.5% | +59.3% | +48.8% |
| 1Y | +41.9% | -15.0% | +56.9% | +46.3% |
| 3Y | +69.1% | +17.5% | +51.7% | +48.8% |
| 5Y | +128.3% | +30.5% | +97.7% | +84.6% |
| 10Y | +204.9% | +145.5% | +59.4% | +63.5% |
| All | +204.9% | +140.5% | +64.4% | +63.5% |
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