+82.5%
XOP vs MLM
+667.7%
-585.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.4% |
| 7D | +2.6% | -2.9% | +5.5% | +4.0% |
| 30D | +15.4% | -6.8% | +22.3% | +19.4% |
| 3M | +12.1% | -11.2% | +23.3% | +17.1% |
| 6M | +19.7% | -21.8% | +41.5% | +31.9% |
| YTD | +52.4% | -17.0% | +69.4% | +61.5% |
| 1Y | +47.6% | -16.4% | +63.9% | +55.0% |
| 3Y | +34.4% | +14.5% | +19.9% | +15.2% |
| 5Y | +154.4% | +41.7% | +112.6% | +87.5% |
| 10Y | +54.7% | +200.0% | -145.4% | -29.5% |
| All | +82.5% | +667.7% | -585.1% | -54.4% |
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