+1,288.2%
MCD vs XOP
+82.9%
+1,205.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.8% | +2.6% | -5.4% | -3.2% |
| 30D | -6.0% | +15.4% | -21.5% | -8.2% |
| 3M | -5.6% | +12.1% | -17.6% | -7.5% |
| 6M | -21.9% | +19.7% | -41.5% | -24.5% |
| YTD | -14.7% | +52.4% | -67.1% | -21.0% |
| 1Y | -17.3% | +47.6% | -64.8% | -23.1% |
| 3Y | -2.2% | +34.4% | -36.5% | -8.9% |
| 5Y | +20.3% | +154.4% | -134.1% | -3.0% |
| 10Y | +180.7% | +54.7% | +126.0% | +121.4% |
| All | +1,288.2% | +82.9% | +1,205.3% | +799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling