+52.6%
XOM vs MLM
-11.4%
+64.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -4.0% |
| 7D | -7.0% | +9.1% | -16.1% | -5.0% |
| 30D | +3.2% | +14.6% | -11.4% | +6.8% |
| 3M | +10.7% | +0.3% | +10.4% | +10.9% |
| 6M | +11.6% | -7.5% | +19.1% | +11.3% |
| YTD | +43.5% | -10.2% | +53.7% | +40.8% |
| 1Y | +52.6% | -10.5% | +63.1% | +49.6% |
| All | +52.6% | -11.4% | +64.0% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling