+630.9%
LYB vs MLM
+553.8%
+77.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.5% |
| 7D | -0.2% | -2.9% | +2.7% | +1.3% |
| 30D | +8.7% | -6.8% | +15.5% | +12.6% |
| 3M | -3.0% | -11.2% | +8.2% | +1.7% |
| 6M | +4.7% | -21.8% | +26.6% | +15.9% |
| YTD | +51.6% | -17.0% | +68.6% | +61.2% |
| 1Y | +24.4% | -16.4% | +40.7% | +31.1% |
| 3Y | -23.5% | +14.5% | -37.9% | -34.8% |
| 5Y | -6.5% | +41.7% | -48.2% | -32.3% |
| 10Y | +40.5% | +200.0% | -159.6% | -38.3% |
| All | +630.9% | +553.8% | +77.1% | +69.1% |
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 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