+19.9%
MDT vs XOP
+45.9%
-25.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +5.7% |
| 7D | +10.7% | -10.5% | +21.3% | +10.2% |
| 30D | +19.3% | -4.3% | +23.7% | +18.7% |
| 3M | +22.8% | +4.7% | +18.1% | +22.3% |
| 6M | +36.4% | -0.1% | +36.4% | +35.7% |
| YTD | +12.1% | +43.8% | -31.8% | +6.5% |
| 1Y | +19.9% | +45.3% | -25.3% | +13.6% |
| All | +19.9% | +45.9% | -25.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling