-31.8%
MP vs XOP
+40.9%
-72.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | -10.5% | -14.7% | +4.2% | -11.1% |
| 30D | -23.5% | -7.7% | -15.9% | -23.7% |
| 3M | -25.4% | +4.4% | -29.9% | -25.6% |
| 6M | -51.3% | +3.5% | -54.8% | -51.5% |
| YTD | -29.9% | +39.4% | -69.3% | -40.6% |
| 1Y | -31.8% | +39.8% | -71.6% | -42.9% |
| All | -31.8% | +40.9% | -72.8% | -42.9% |
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 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