-18.0%
MDT vs XOP
+155.8%
-173.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +2.8% | +10.8% | -8.1% | +1.4% |
| 3M | +13.1% | +19.5% | -6.4% | +10.3% |
| 6M | +2.3% | +21.6% | -19.2% | -0.8% |
| YTD | -2.7% | +55.8% | -58.5% | -9.4% |
| 1Y | +0.9% | +54.6% | -53.8% | -6.1% |
| 3Y | +26.8% | +36.6% | -9.8% | +18.7% |
| All | -18.0% | +155.8% | -173.8% | -31.4% |
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