+2,575.1%
XOM vs MLM
+2,961.7%
-386.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +1.8% | -2.9% | +4.7% | +2.5% |
| 30D | +5.9% | -6.8% | +12.7% | +7.6% |
| 3M | +5.6% | -11.2% | +16.8% | +8.1% |
| 6M | +7.9% | -21.8% | +29.7% | +13.5% |
| YTD | +35.2% | -17.0% | +52.1% | +39.6% |
| 1Y | +46.0% | -16.4% | +62.4% | +50.1% |
| 3Y | +55.0% | +14.5% | +40.6% | +43.9% |
| 5Y | +246.3% | +41.7% | +204.6% | +197.2% |
| 10Y | +181.0% | +200.0% | -19.1% | +90.7% |
| All | +2,575.1% | +2,961.7% | -386.6% | +1,030.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling