+22.5%
MA vs XOP
+45.9%
-23.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.3% | +3.2% |
| 7D | +10.2% | -10.5% | +20.7% | +9.1% |
| 30D | +19.3% | -4.3% | +23.7% | +18.6% |
| 3M | +18.0% | +4.7% | +13.3% | +18.0% |
| 6M | +33.7% | -0.1% | +33.8% | +33.6% |
| YTD | +18.6% | +43.8% | -25.3% | +22.4% |
| 1Y | +22.5% | +45.3% | -22.8% | +25.5% |
| All | +22.5% | +45.9% | -23.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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