+254.1%
MP vs XOP
+260.0%
-5.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | -10.5% | -14.7% | +4.2% | -2.4% |
| 30D | -23.5% | -7.7% | -15.9% | -20.6% |
| 3M | -25.4% | +4.4% | -29.9% | -28.0% |
| 6M | -51.3% | +3.5% | -54.8% | -53.3% |
| YTD | -29.9% | +39.4% | -69.3% | -45.0% |
| 1Y | -31.8% | +39.8% | -71.6% | -46.6% |
| 3Y | +127.0% | +29.7% | +97.3% | +82.6% |
| 5Y | -3.3% | +78.6% | -81.9% | -34.9% |
| All | +254.1% | +260.0% | -5.9% | +90.7% |
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