+2,160.3%
MCK vs XOP
+87.7%
+2,072.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | +0.4% | +9.6% | -9.2% | -1.7% |
| 3M | +12.1% | +20.4% | -8.3% | +7.1% |
| 6M | -5.4% | +19.9% | -25.3% | -10.0% |
| YTD | +7.8% | +56.4% | -48.6% | -4.0% |
| 1Y | +22.9% | +52.4% | -29.5% | +9.9% |
| 3Y | +110.7% | +39.9% | +70.8% | +88.0% |
| 5Y | +346.2% | +163.7% | +182.5% | +224.6% |
| 10Y | +440.1% | +56.8% | +383.3% | +302.6% |
| All | +2,160.3% | +87.7% | +2,072.5% | +1,281.9% |
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