+36.3%
XOP vs MLM
-12.9%
+49.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.6% |
| 7D | -8.4% | -2.9% | -5.5% | -9.0% |
| 30D | -8.4% | +10.4% | -18.8% | -5.5% |
| 3M | +0.2% | -3.7% | +3.9% | -0.9% |
| 6M | +7.2% | -10.3% | +17.5% | +5.4% |
| YTD | +40.8% | -14.8% | +55.6% | +36.4% |
| 1Y | +36.3% | -13.9% | +50.2% | +31.2% |
| All | +36.3% | -12.9% | +49.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling