+597.3%
LYB vs MLM
+570.9%
+26.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | -8.3% | -2.9% | -5.4% | -7.0% |
| 30D | +0.9% | +10.4% | -9.5% | -4.8% |
| 3M | -2.3% | -3.7% | +1.5% | -1.0% |
| 6M | -13.8% | -10.3% | -3.5% | -10.9% |
| YTD | +44.6% | -14.8% | +59.4% | +50.7% |
| 1Y | +50.6% | -13.9% | +64.5% | +55.8% |
| 3Y | -21.4% | +18.4% | -39.8% | -34.3% |
| 5Y | -8.0% | +31.8% | -39.8% | -30.3% |
| 10Y | +28.2% | +143.4% | -115.3% | -36.2% |
| All | +597.3% | +570.9% | +26.4% | +58.2% |
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