+42.6%
XOP vs MLM
+167.5%
-124.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.9% |
| 7D | -10.0% | -3.8% | -6.2% | -8.5% |
| 30D | -9.1% | +11.0% | -20.1% | -13.7% |
| 3M | +5.1% | -3.1% | +8.1% | +5.8% |
| 6M | +6.4% | -9.8% | +16.2% | +8.9% |
| YTD | +39.7% | -14.4% | +54.1% | +44.4% |
| 1Y | +37.2% | -12.6% | +49.8% | +40.1% |
| 3Y | +37.6% | +19.7% | +17.9% | +15.5% |
| 5Y | +76.5% | +29.8% | +46.7% | +36.9% |
| 10Y | +42.6% | +153.5% | -110.9% | -28.1% |
| All | +42.6% | +167.5% | -124.8% | -28.1% |
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