+40.1%
MA vs XOP
+36.7%
+3.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | +1.4% | +16.5% | -15.1% | -0.8% |
| 3M | +17.7% | +15.7% | +2.0% | +15.1% |
| 6M | +9.7% | +19.2% | -9.5% | +6.2% |
| YTD | +0.5% | +55.0% | -54.5% | -7.8% |
| 1Y | -2.1% | +54.2% | -56.3% | -10.4% |
| 3Y | +40.1% | +35.9% | +4.2% | +27.0% |
| All | +40.1% | +36.7% | +3.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling