+155.1%
XOP vs MLM
+41.9%
+113.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +2.6% | -2.9% | +5.5% | +3.3% |
| 30D | +15.4% | -6.8% | +22.3% | +17.4% |
| 3M | +12.1% | -11.2% | +23.3% | +14.7% |
| 6M | +19.7% | -21.8% | +41.5% | +27.2% |
| YTD | +52.4% | -17.0% | +69.4% | +57.4% |
| 1Y | +47.6% | -16.4% | +63.9% | +51.5% |
| 3Y | +34.4% | +14.5% | +19.9% | +18.7% |
| All | +155.1% | +41.9% | +113.2% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling