+1,504.1%
MO vs XOP
+78.0%
+1,426.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.3% | +6.3% | -3.0% | +2.2% |
| 30D | +7.5% | -6.6% | +14.1% | +8.7% |
| 3M | +22.8% | +3.6% | +19.2% | +21.8% |
| 6M | +13.4% | +10.8% | +2.6% | +10.8% |
| YTD | +43.0% | +48.3% | -5.3% | +32.5% |
| 1Y | +45.2% | +42.9% | +2.3% | +35.4% |
| 3Y | +145.5% | +43.3% | +102.2% | +125.2% |
| 5Y | +157.1% | +94.0% | +63.1% | +117.9% |
| 10Y | +153.3% | +53.7% | +99.6% | +102.5% |
| All | +1,504.1% | +78.0% | +1,426.1% | +965.2% |
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