+48.2%
XOP vs MLM
+185.4%
-137.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -14.7% | -4.1% | -10.6% | -13.2% |
| 30D | -7.7% | +8.2% | -15.9% | -11.3% |
| 3M | +4.4% | -3.6% | +8.0% | +5.4% |
| 6M | +3.5% | -15.6% | +19.1% | +9.4% |
| YTD | +39.4% | -16.4% | +55.8% | +45.7% |
| 1Y | +39.8% | -14.3% | +54.1% | +44.0% |
| 3Y | +29.7% | +19.3% | +10.3% | +8.8% |
| 5Y | +78.6% | +29.6% | +49.0% | +38.4% |
| All | +48.2% | +185.4% | -137.2% | -27.5% |
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 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