+339.0%
MCK vs XOP
+158.8%
+180.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | +0.4% | +9.6% | -9.2% | -0.3% |
| 3M | +12.1% | +20.4% | -8.3% | +10.3% |
| 6M | -5.4% | +19.9% | -25.3% | -7.0% |
| YTD | +7.8% | +56.4% | -48.6% | +3.4% |
| 1Y | +22.9% | +52.4% | -29.5% | +18.1% |
| 3Y | +110.7% | +39.9% | +70.8% | +102.6% |
| All | +339.0% | +158.8% | +180.2% | +269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling