+78.1%
MMM vs XOP
+52.4%
+25.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -0.8% | +5.2% | -6.0% | -1.9% |
| 30D | +14.4% | -8.4% | +22.8% | +16.3% |
| 3M | +1.8% | +2.9% | -1.2% | +0.6% |
| 6M | +31.3% | +8.8% | +22.5% | +27.6% |
| YTD | +18.0% | +46.9% | -28.9% | +5.8% |
| 1Y | +10.9% | +41.5% | -30.6% | +0.3% |
| 3Y | +160.6% | +43.1% | +117.5% | +132.6% |
| 5Y | +44.5% | +92.2% | -47.7% | +17.1% |
| All | +78.1% | +52.4% | +25.6% | +33.2% |
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