+8.6%
MCD vs XOP
+43.8%
-35.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.6% | +6.3% | -8.0% | -1.4% |
| 30D | +14.1% | -6.6% | +20.7% | +13.9% |
| 3M | +0.6% | +3.6% | -2.9% | +0.6% |
| 6M | 0.0% | +10.8% | -10.7% | +0.2% |
| YTD | -9.3% | +48.3% | -57.5% | -9.8% |
| 1Y | -9.3% | +42.9% | -52.2% | -9.8% |
| 3Y | +8.6% | +43.3% | -34.7% | +6.4% |
| All | +8.6% | +43.8% | -35.2% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling