+198.8%
MDT vs XOP
+86.0%
+112.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +6.0% | +16.5% | -10.5% | +2.4% |
| 3M | +15.5% | +15.7% | -0.2% | +11.5% |
| 6M | +3.4% | +19.2% | -15.8% | -1.3% |
| YTD | -2.2% | +55.0% | -57.1% | -12.2% |
| 1Y | +2.6% | +54.2% | -51.6% | -8.0% |
| 3Y | +27.5% | +35.9% | -8.4% | +15.8% |
| 5Y | -20.1% | +162.4% | -182.5% | -40.0% |
| 10Y | +39.1% | +50.2% | -11.1% | +5.0% |
| All | +198.8% | +86.0% | +112.8% | +90.5% |
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 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