+67.3%
XOP vs MLM
+687.1%
-619.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -0.2% |
| 7D | -12.7% | -1.2% | -11.5% | -12.4% |
| 30D | -7.6% | +7.9% | -15.6% | -11.7% |
| 3M | +5.8% | -4.5% | +10.3% | +7.4% |
| 6M | -2.7% | -12.6% | +9.9% | +1.4% |
| YTD | +39.7% | -14.9% | +54.5% | +45.2% |
| 1Y | +42.4% | -13.1% | +55.5% | +46.1% |
| 3Y | +26.4% | +21.2% | +5.2% | +5.2% |
| 5Y | +78.9% | +32.0% | +46.9% | +37.1% |
| 10Y | +52.1% | +195.3% | -143.2% | -30.1% |
| All | +67.3% | +687.1% | -619.8% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling