+37.0%
MDT vs XOP
+58.6%
-21.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | +2.6% | -6.0% | -3.9% |
| 30D | +0.2% | +9.6% | -9.4% | -1.6% |
| 3M | +14.3% | +20.4% | -6.1% | +10.0% |
| 6M | +4.0% | +19.9% | -15.9% | -0.3% |
| YTD | -3.7% | +56.4% | -60.1% | -12.7% |
| 1Y | -0.4% | +52.4% | -52.8% | -9.3% |
| 3Y | +23.3% | +39.9% | -16.6% | +12.5% |
| 5Y | -18.9% | +163.7% | -182.6% | -37.6% |
| All | +37.0% | +58.6% | -21.6% | -6.9% |
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 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