+267.3%
MP vs XOP
+273.2%
-5.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | -15.3% | -7.3% | -8.0% | -12.1% |
| 3M | -33.5% | +1.4% | -34.9% | -34.7% |
| 6M | -45.5% | +7.8% | -53.3% | -49.0% |
| YTD | -27.3% | +44.5% | -71.8% | -44.1% |
| 1Y | -40.7% | +37.0% | -77.7% | -53.0% |
| 3Y | +145.9% | +40.8% | +105.1% | +88.7% |
| 5Y | -13.9% | +88.7% | -102.6% | -43.8% |
| All | +267.3% | +273.2% | -5.9% | +94.0% |
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