+445.3%
MP vs XOP
+293.6%
+151.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | -2.9% | +2.6% | -5.4% | -4.3% |
| 30D | +13.8% | +15.4% | -1.6% | +5.0% |
| 3M | -16.7% | +12.1% | -28.8% | -22.5% |
| 6M | -11.5% | +19.7% | -31.2% | -22.5% |
| YTD | +7.9% | +52.4% | -44.5% | -18.6% |
| 1Y | -15.0% | +47.6% | -62.6% | -35.2% |
| 3Y | +153.5% | +34.4% | +119.1% | +102.1% |
| 5Y | +58.7% | +154.4% | -95.7% | -9.0% |
| All | +445.3% | +293.6% | +151.7% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling