-9.8%
LYB vs MLM
+31.7%
-41.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | -8.3% | -2.9% | -5.4% | -7.6% |
| 30D | +0.9% | +10.4% | -9.5% | -2.3% |
| 3M | -2.3% | -3.7% | +1.5% | -1.5% |
| 6M | -13.8% | -10.3% | -3.5% | -11.8% |
| YTD | +44.6% | -14.8% | +59.4% | +48.7% |
| 1Y | +50.6% | -13.9% | +64.5% | +53.9% |
| 3Y | -21.4% | +18.4% | -39.8% | -32.4% |
| All | -9.8% | +31.7% | -41.5% | -31.1% |
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