+79.6%
XOM vs MLM
+15.7%
+63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | -3.6% | +9.0% | -12.7% | -3.4% |
| 3M | +8.2% | -5.6% | +13.8% | +8.2% |
| 6M | +14.0% | -10.7% | +24.7% | +14.1% |
| YTD | +44.6% | -17.2% | +61.8% | +44.8% |
| 1Y | +47.8% | -14.2% | +62.0% | +47.1% |
| 3Y | +79.6% | +15.6% | +64.0% | +69.3% |
| All | +79.6% | +15.7% | +63.9% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling