+70.1%
MDT vs XOP
+53.9%
+16.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.7% |
| 7D | +1.0% | +6.3% | -5.3% | -0.1% |
| 30D | +9.2% | -6.6% | +15.7% | +10.3% |
| 3M | +14.5% | +3.6% | +10.9% | +13.3% |
| 6M | +37.3% | +10.8% | +26.5% | +33.8% |
| YTD | +9.8% | +48.3% | -38.4% | +0.2% |
| 1Y | +10.5% | +42.9% | -32.4% | +1.6% |
| 3Y | +57.4% | +43.3% | +14.1% | +42.4% |
| 5Y | +1.2% | +94.0% | -92.8% | -16.9% |
| All | +70.1% | +53.9% | +16.3% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling