+126.1%
CVX vs MLM
+29.9%
+96.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -6.2% | -2.9% | -3.4% | -6.0% |
| 30D | -0.4% | +10.4% | -10.8% | -1.5% |
| 3M | +9.3% | -3.7% | +13.0% | +9.7% |
| 6M | +18.4% | -10.3% | +28.6% | +19.5% |
| YTD | +42.5% | -14.8% | +57.3% | +44.3% |
| 1Y | +41.0% | -13.9% | +54.9% | +42.5% |
| 3Y | +67.5% | +18.4% | +49.1% | +56.8% |
| 5Y | +126.1% | +31.8% | +94.3% | +97.4% |
| All | +126.1% | +29.9% | +96.2% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling