-13.1%
MP vs XOP
+49.5%
-62.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | -2.9% | +2.6% | -5.4% | -2.8% |
| 30D | +13.8% | +15.4% | -1.6% | +14.0% |
| 3M | -16.7% | +12.1% | -28.8% | -16.4% |
| 6M | -11.5% | +19.7% | -31.2% | -14.6% |
| YTD | +7.9% | +52.4% | -44.5% | -1.2% |
| All | -13.1% | +49.5% | -62.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling