+178.4%
XOM vs MLM
+206.1%
-27.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +1.8% | -2.9% | +4.7% | +2.6% |
| 30D | +5.9% | -6.8% | +12.7% | +7.9% |
| 3M | +5.6% | -11.2% | +16.8% | +8.5% |
| 6M | +7.9% | -21.8% | +29.7% | +14.7% |
| YTD | +35.2% | -17.0% | +52.1% | +40.2% |
| 1Y | +46.0% | -16.4% | +62.4% | +50.7% |
| 3Y | +55.0% | +14.5% | +40.6% | +39.5% |
| 5Y | +246.3% | +41.7% | +204.6% | +177.9% |
| All | +178.4% | +206.1% | -27.8% | +60.8% |
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