-3.5%
MCD vs XOP
+36.1%
-39.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +5.9% | -10.0% | +16.0% | +4.5% |
| 30D | +19.6% | -9.1% | +28.7% | +18.0% |
| 3M | +3.3% | +5.1% | -1.8% | +3.4% |
| 6M | +3.5% | +6.4% | -2.9% | +3.8% |
| YTD | -6.1% | +39.7% | -45.8% | -9.1% |
| All | -3.5% | +36.1% | -39.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling