+181.3%
MCD vs XOP
+52.9%
+128.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.9% | +1.0% | -3.8% | -3.0% |
| 30D | -6.7% | +10.8% | -17.6% | -8.0% |
| 3M | -9.6% | +19.5% | -29.0% | -11.8% |
| 6M | -22.3% | +21.6% | -43.9% | -24.6% |
| YTD | -15.4% | +55.8% | -71.3% | -20.9% |
| 1Y | -16.8% | +54.6% | -71.5% | -22.2% |
| 3Y | -2.4% | +36.6% | -39.0% | -8.1% |
| 5Y | +19.4% | +160.6% | -141.3% | -1.8% |
| 10Y | +181.3% | +56.2% | +125.1% | +100.0% |
| All | +181.3% | +52.9% | +128.4% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling