+15,412.3%
MA vs XOP
+67.4%
+15,344.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | -14.7% | +17.0% | +7.7% |
| 30D | +14.7% | -7.7% | +22.4% | +17.3% |
| 3M | +13.5% | +4.4% | +9.1% | +11.0% |
| 6M | +33.1% | +3.5% | +29.6% | +29.8% |
| YTD | +15.1% | +39.4% | -24.3% | +0.2% |
| 1Y | +18.7% | +39.8% | -21.1% | +3.0% |
| 3Y | +72.1% | +29.7% | +42.4% | +49.6% |
| 5Y | +92.8% | +78.6% | +14.2% | +42.4% |
| 10Y | +571.6% | +51.8% | +519.8% | +344.4% |
| All | +15,412.3% | +67.4% | +15,344.9% | +7,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling