+127.0%
MP vs XOP
+25.8%
+101.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | -14.7% | +4.2% | -4.8% |
| 30D | -23.5% | -7.7% | -15.9% | -21.5% |
| 3M | -25.4% | +4.4% | -29.9% | -27.6% |
| 6M | -51.3% | +3.5% | -54.8% | -53.0% |
| YTD | -29.9% | +39.4% | -69.3% | -44.8% |
| 1Y | -31.8% | +39.8% | -71.6% | -46.5% |
| 3Y | +127.0% | +29.7% | +97.3% | +83.4% |
| All | +127.0% | +25.8% | +101.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling