-16.1%
MCD vs XOP
+52.0%
-68.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -6.1% | +16.5% | -22.7% | -4.6% |
| 3M | -7.3% | +15.7% | -23.0% | -5.7% |
| 6M | -20.9% | +19.2% | -40.1% | -19.4% |
| YTD | -14.7% | +55.0% | -69.6% | -13.5% |
| 1Y | -16.1% | +54.2% | -70.3% | -14.8% |
| All | -16.1% | +52.0% | -68.1% | -14.8% |
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 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