+1,024.7%
XLE vs MLM
+1,186.2%
-161.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.2% |
| 30D | +11.8% | -6.8% | +18.6% | +14.5% |
| 3M | +9.8% | -11.2% | +21.1% | +13.5% |
| 6M | +15.6% | -21.8% | +37.4% | +24.3% |
| YTD | +45.3% | -17.0% | +62.2% | +52.0% |
| 1Y | +48.3% | -16.4% | +64.7% | +54.3% |
| 3Y | +55.4% | +14.5% | +41.0% | +40.4% |
| 5Y | +216.1% | +41.7% | +174.3% | +155.8% |
| 10Y | +178.4% | +200.0% | -21.6% | +62.5% |
| All | +1,024.7% | +1,186.2% | -161.4% | +286.2% |
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