+27.0%
MMM vs XOP
+156.8%
-129.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -8.0% | +16.5% | -24.5% | -10.9% |
| 3M | +9.4% | +15.7% | -6.4% | +5.9% |
| 6M | +10.2% | +19.2% | -9.0% | +5.2% |
| YTD | +6.1% | +55.0% | -48.8% | -5.3% |
| 1Y | +10.8% | +54.2% | -43.4% | -1.2% |
| 3Y | +104.8% | +35.9% | +68.9% | +84.2% |
| 5Y | +27.0% | +162.4% | -135.4% | +1.6% |
| All | +27.0% | +156.8% | -129.8% | +1.6% |
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