+110.9%
MO vs XOP
+58.6%
+52.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | +7.1% | +9.6% | -2.5% | +5.6% |
| 3M | -2.0% | +20.4% | -22.3% | -5.0% |
| 6M | +7.3% | +19.9% | -12.6% | +3.9% |
| YTD | +23.5% | +56.4% | -32.9% | +14.3% |
| 1Y | +11.0% | +52.4% | -41.4% | +3.0% |
| 3Y | +95.0% | +39.9% | +55.1% | +81.1% |
| 5Y | +100.6% | +163.7% | -63.1% | +62.5% |
| All | +110.9% | +58.6% | +52.2% | +54.8% |
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