+13,644.9%
MA vs XOP
+82.9%
+13,561.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | +2.6% | -5.3% | -3.6% |
| 30D | +1.5% | +15.4% | -13.9% | -3.5% |
| 3M | +20.4% | +12.1% | +8.4% | +15.1% |
| 6M | +11.1% | +19.7% | -8.5% | +3.1% |
| YTD | +2.0% | +52.4% | -50.4% | -13.5% |
| 1Y | -2.2% | +47.6% | -49.7% | -16.4% |
| 3Y | +41.9% | +34.4% | +7.5% | +22.4% |
| 5Y | +75.4% | +154.4% | -79.0% | +14.0% |
| 10Y | +527.5% | +54.7% | +472.9% | +315.6% |
| All | +13,644.9% | +82.9% | +13,561.9% | +6,595.8% |
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