+413.4%
MMM vs XOP
+69.0%
+344.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +7.0% | -8.4% | +15.3% | +9.3% |
| 30D | +18.4% | -8.4% | +26.7% | +20.7% |
| 3M | +4.5% | +0.2% | +4.3% | +3.9% |
| 6M | +33.4% | +7.2% | +26.2% | +29.5% |
| YTD | +20.0% | +40.8% | -20.9% | +7.0% |
| 1Y | +15.0% | +36.3% | -21.3% | +3.4% |
| 3Y | +165.0% | +37.2% | +127.8% | +135.0% |
| 5Y | +47.9% | +86.6% | -38.7% | +16.0% |
| 10Y | +79.6% | +44.0% | +35.6% | +33.4% |
| All | +413.4% | +69.0% | +344.3% | +195.1% |
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