+197.1%
XOM vs MLM
+140.5%
+56.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | -1.5% | -5.8% | +4.3% | +0.2% |
| 30D | -3.2% | +9.8% | -13.0% | -6.1% |
| 3M | +5.0% | -5.2% | +10.2% | +6.2% |
| 6M | +12.9% | -10.3% | +23.1% | +15.0% |
| YTD | +41.3% | -15.5% | +56.8% | +45.5% |
| 1Y | +43.2% | -15.0% | +58.3% | +47.0% |
| 3Y | +77.3% | +17.5% | +59.9% | +58.1% |
| 5Y | +204.8% | +30.5% | +174.2% | +152.7% |
| 10Y | +197.1% | +145.5% | +51.6% | +73.0% |
| All | +197.1% | +140.5% | +56.6% | +73.0% |
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 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