+102.7%
MO vs XOP
+158.8%
-56.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.1% |
| 30D | +7.1% | +9.6% | -2.5% | +6.0% |
| 3M | -2.0% | +20.4% | -22.3% | -4.2% |
| 6M | +7.3% | +19.9% | -12.6% | +4.9% |
| YTD | +23.5% | +56.4% | -32.9% | +16.8% |
| 1Y | +11.0% | +52.4% | -41.4% | +5.2% |
| 3Y | +95.0% | +39.9% | +55.1% | +85.2% |
| All | +102.7% | +158.8% | -56.1% | +71.5% |
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