+64.0%
CVX vs MLM
+18.7%
+45.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.1% |
| 7D | -9.7% | -4.1% | -5.6% | -9.7% |
| 30D | +3.6% | +8.2% | -4.5% | +3.5% |
| 3M | +13.3% | -3.6% | +16.9% | +13.4% |
| 6M | +16.9% | -15.6% | +32.4% | +18.1% |
| YTD | +43.4% | -16.4% | +59.8% | +44.3% |
| 1Y | +44.5% | -14.3% | +58.8% | +44.7% |
| 3Y | +64.0% | +19.3% | +44.7% | +59.0% |
| All | +64.0% | +18.7% | +45.3% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling