+2,985.1%
CVX vs MLM
+2,961.7%
+23.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +3.3% | -2.9% | +6.2% | +4.1% |
| 30D | +12.9% | -6.8% | +19.7% | +15.0% |
| 3M | +11.7% | -11.2% | +23.0% | +14.7% |
| 6M | +14.1% | -21.8% | +36.0% | +20.9% |
| YTD | +40.7% | -17.0% | +57.7% | +45.9% |
| 1Y | +37.5% | -16.4% | +53.9% | +41.9% |
| 3Y | +43.9% | +14.5% | +29.5% | +32.8% |
| 5Y | +161.5% | +41.7% | +119.7% | +121.1% |
| 10Y | +215.1% | +200.0% | +15.1% | +107.2% |
| All | +2,985.1% | +2,961.7% | +23.4% | +1,169.8% |
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