+2,682.5%
XOM vs MLM
+2,981.8%
-299.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.8% |
| 7D | -11.4% | -4.1% | -7.3% | -10.5% |
| 30D | +1.1% | +8.2% | -7.1% | -1.1% |
| 3M | +7.8% | -3.6% | +11.4% | +8.4% |
| 6M | +13.0% | -15.6% | +28.6% | +16.7% |
| YTD | +40.6% | -16.4% | +57.0% | +44.6% |
| 1Y | +49.1% | -14.3% | +63.4% | +52.1% |
| 3Y | +72.9% | +19.3% | +53.6% | +58.9% |
| 5Y | +204.0% | +29.6% | +174.4% | +167.2% |
| 10Y | +205.7% | +189.9% | +15.8% | +109.0% |
| All | +2,682.5% | +2,981.8% | -299.4% | +1,070.5% |
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