+54.7%
MMM vs XOP
+52.9%
+1.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -2.6% | +1.0% | -3.5% | -2.8% |
| 30D | -9.3% | +10.8% | -20.1% | -11.4% |
| 3M | +5.6% | +19.5% | -13.9% | +1.0% |
| 6M | +9.5% | +21.6% | -12.1% | +3.6% |
| YTD | +4.1% | +55.8% | -51.7% | -7.4% |
| 1Y | +9.4% | +54.6% | -45.3% | -2.8% |
| 3Y | +101.0% | +36.6% | +64.3% | +81.9% |
| 5Y | +26.1% | +160.6% | -134.5% | -4.7% |
| 10Y | +54.7% | +56.2% | -1.5% | +13.8% |
| All | +54.7% | +52.9% | +1.9% | +13.8% |
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