+167.2%
XLE vs MLM
+185.4%
-18.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -12.0% | -4.1% | -7.9% | -10.7% |
| 30D | -2.7% | +8.2% | -10.9% | -5.9% |
| 3M | +6.6% | -3.6% | +10.2% | +7.5% |
| 6M | +9.5% | -15.6% | +25.1% | +15.0% |
| YTD | +40.6% | -16.4% | +57.0% | +46.5% |
| 1Y | +43.6% | -14.3% | +57.9% | +47.9% |
| 3Y | +58.1% | +19.3% | +38.8% | +37.0% |
| 5Y | +152.2% | +29.6% | +122.6% | +102.8% |
| All | +167.2% | +185.4% | -18.2% | +40.1% |
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 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