+47.7%
LYB vs MLM
+209.3%
-161.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | +1.5% | -9.1% | +10.6% | +6.4% |
| 3M | -0.3% | -9.0% | +8.7% | +3.1% |
| 6M | +0.1% | -17.0% | +17.1% | +6.9% |
| YTD | +53.4% | -19.0% | +72.4% | +64.8% |
| 1Y | +25.6% | -18.1% | +43.7% | +33.5% |
| 3Y | -21.3% | +16.7% | -38.0% | -34.0% |
| 5Y | -2.4% | +40.2% | -42.7% | -29.6% |
| All | +47.7% | +209.3% | -161.6% | -30.4% |
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 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