+44.0%
XOP vs MLM
+149.0%
-104.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -8.4% | -2.9% | -5.5% | -7.3% |
| 30D | -8.4% | +10.4% | -18.8% | -12.8% |
| 3M | +0.2% | -3.7% | +3.9% | +1.2% |
| 6M | +7.2% | -10.3% | +17.5% | +10.0% |
| YTD | +40.8% | -14.8% | +55.6% | +45.9% |
| 1Y | +36.3% | -13.9% | +50.2% | +40.2% |
| 3Y | +37.2% | +18.4% | +18.8% | +15.7% |
| 5Y | +86.6% | +31.8% | +54.8% | +43.2% |
| 10Y | +44.0% | +143.4% | -99.4% | -25.8% |
| All | +44.0% | +149.0% | -104.9% | -25.8% |
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