+3,049.1%
CVX vs MLM
+3,039.4%
+9.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.4% |
| 7D | -8.0% | -1.2% | -6.8% | -7.8% |
| 30D | +2.6% | +7.9% | -5.4% | +0.2% |
| 3M | +15.2% | -4.5% | +19.7% | +16.3% |
| 6M | +12.5% | -12.6% | +25.2% | +15.5% |
| YTD | +43.6% | -14.9% | +58.5% | +47.5% |
| 1Y | +45.0% | -13.1% | +58.0% | +47.8% |
| 3Y | +63.5% | +21.2% | +42.3% | +48.6% |
| 5Y | +126.8% | +32.0% | +94.8% | +95.9% |
| 10Y | +209.8% | +195.3% | +14.5% | +104.1% |
| All | +3,049.1% | +3,039.4% | +9.7% | +1,183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling