+174.3%
XLE vs MLM
+199.9%
-25.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.3% |
| 30D | +11.8% | -6.8% | +18.6% | +14.6% |
| 3M | +9.8% | -11.2% | +21.1% | +13.7% |
| 6M | +15.6% | -21.8% | +37.4% | +25.0% |
| YTD | +45.3% | -17.0% | +62.2% | +52.3% |
| 1Y | +48.3% | -16.4% | +64.7% | +54.5% |
| 3Y | +55.4% | +14.5% | +41.0% | +37.1% |
| 5Y | +216.1% | +41.7% | +174.3% | +143.1% |
| All | +174.3% | +199.9% | -25.6% | +42.4% |
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