+1,021.9%
XLE vs MLM
+1,290.6%
-268.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -5.6% |
| 7D | -7.2% | +9.1% | -16.3% | -10.2% |
| 30D | +0.1% | +14.6% | -14.5% | -5.0% |
| 3M | +9.2% | +0.3% | +8.9% | +8.5% |
| 6M | +8.4% | -7.5% | +15.8% | +9.6% |
| YTD | +44.9% | -10.2% | +55.1% | +46.9% |
| 1Y | +49.9% | -10.5% | +60.3% | +51.9% |
| 3Y | +61.1% | +27.8% | +33.3% | +39.9% |
| 5Y | +163.4% | +38.9% | +124.4% | +115.0% |
| 10Y | +181.4% | +211.4% | -30.1% | +61.7% |
| All | +1,021.9% | +1,290.6% | -268.7% | +273.1% |
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 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