+191.6%
XOM vs MLM
+167.5%
+24.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.4% |
| 7D | -8.3% | -3.8% | -4.5% | -7.3% |
| 30D | -2.5% | +11.0% | -13.5% | -5.7% |
| 3M | +8.3% | -3.1% | +11.4% | +8.9% |
| 6M | +15.5% | -9.8% | +25.2% | +17.5% |
| YTD | +39.6% | -14.4% | +54.0% | +43.2% |
| 1Y | +44.6% | -12.6% | +57.2% | +47.1% |
| 3Y | +76.6% | +19.7% | +56.8% | +56.5% |
| 5Y | +195.8% | +29.8% | +166.0% | +146.4% |
| 10Y | +191.6% | +153.5% | +38.1% | +68.2% |
| All | +191.6% | +167.5% | +24.1% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling