+209.5%
CVX vs MLM
+140.0%
+69.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +1.6% | -2.0% | +3.6% | +2.3% |
| 30D | -0.6% | +9.5% | -10.1% | -4.0% |
| 3M | +11.0% | -4.7% | +15.7% | +12.3% |
| 6M | +18.4% | -10.7% | +29.1% | +21.3% |
| YTD | +45.9% | -16.6% | +62.5% | +51.6% |
| 1Y | +46.7% | -15.4% | +62.1% | +51.3% |
| 3Y | +71.6% | +15.9% | +55.6% | +51.6% |
| 5Y | +131.4% | +27.1% | +104.3% | +89.3% |
| All | +209.5% | +140.0% | +69.5% | +66.7% |
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