+211.3%
MCD vs XOP
+47.9%
+163.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +5.9% | -10.0% | +16.0% | +7.3% |
| 30D | +19.6% | -9.1% | +28.7% | +20.9% |
| 3M | +3.3% | +5.1% | -1.8% | +2.3% |
| 6M | +3.5% | +6.4% | -2.9% | +2.1% |
| YTD | -6.1% | +39.7% | -45.8% | -11.1% |
| 1Y | -3.7% | +37.2% | -40.9% | -8.6% |
| 3Y | +13.4% | +37.6% | -24.3% | +6.1% |
| 5Y | +25.2% | +76.5% | -51.3% | +9.6% |
| 10Y | +211.3% | +42.6% | +168.6% | +125.2% |
| All | +211.3% | +47.9% | +163.3% | +125.2% |
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