+287.6%
MP vs XOP
+282.9%
+4.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +9.5% | +6.3% | +3.1% | +5.9% |
| 30D | -3.0% | -6.6% | +3.6% | +0.3% |
| 3M | -30.4% | +3.6% | -33.9% | -32.4% |
| 6M | -39.2% | +10.8% | -49.9% | -43.9% |
| YTD | -23.3% | +48.3% | -71.5% | -41.8% |
| 1Y | -32.6% | +42.9% | -75.6% | -47.8% |
| 3Y | +159.3% | +43.3% | +116.0% | +97.2% |
| 5Y | -16.4% | +94.0% | -110.4% | -46.3% |
| All | +287.6% | +282.9% | +4.7% | +101.9% |
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