-1.3%
MCD vs XOP
+2.0%
-3.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.6% |
| 7D | +7.1% | -14.7% | +21.8% | +3.7% |
| 30D | +19.8% | -7.7% | +27.5% | +17.3% |
| 3M | +0.8% | +4.4% | -3.6% | +1.4% |
| 6M | -1.3% | +3.5% | -4.8% | -0.8% |
| All | -1.3% | +2.0% | -3.3% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling