+988.5%
XLE vs MLM
+1,218.8%
-230.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.1% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -3.3% | +7.9% | -11.3% | -6.2% |
| 3M | +8.2% | -4.5% | +12.6% | +9.4% |
| 6M | +5.0% | -12.6% | +17.7% | +8.5% |
| YTD | +40.6% | -14.9% | +55.4% | +45.3% |
| 1Y | +45.0% | -13.1% | +58.1% | +48.5% |
| 3Y | +56.3% | +21.2% | +35.1% | +38.3% |
| 5Y | +152.2% | +32.0% | +120.2% | +109.8% |
| 10Y | +173.0% | +195.3% | -22.4% | +60.0% |
| All | +988.5% | +1,218.8% | -230.3% | +269.0% |
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