+5.8%
MMM vs XOP
+22.8%
-17.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | -0.1% |
| 7D | -3.3% | +2.6% | -5.9% | -2.5% |
| 30D | -7.0% | +15.4% | -22.5% | -2.6% |
| 3M | +10.8% | +12.1% | -1.2% | +14.9% |
| 6M | +5.8% | +19.7% | -13.9% | +13.6% |
| All | +5.8% | +22.8% | -17.1% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling