+58.1%
XLE vs MLM
+18.7%
+39.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -12.0% | -4.1% | -7.9% | -11.8% |
| 30D | -2.7% | +8.2% | -10.9% | -3.2% |
| 3M | +6.6% | -3.6% | +10.2% | +6.8% |
| 6M | +9.5% | -15.6% | +25.1% | +11.2% |
| YTD | +40.6% | -16.4% | +57.0% | +42.0% |
| 1Y | +43.6% | -14.3% | +57.9% | +44.1% |
| 3Y | +58.1% | +19.3% | +38.8% | +50.1% |
| All | +58.1% | +18.7% | +39.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling