-0.6%
LYB vs MLM
+43.3%
-43.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | +9.5% | -6.5% | +16.0% | +11.7% |
| 3M | +1.3% | -7.4% | +8.7% | +2.7% |
| 6M | -1.7% | -15.8% | +14.1% | +2.2% |
| YTD | +54.1% | -17.4% | +71.6% | +60.5% |
| 1Y | +25.7% | -17.9% | +43.6% | +30.9% |
| 3Y | -20.9% | +18.9% | -39.8% | -32.2% |
| All | -0.6% | +43.3% | -43.9% | -26.0% |
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