+237.4%
MP vs XOP
+260.7%
-23.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.5% |
| 7D | -19.0% | -12.7% | -6.2% | -12.8% |
| 30D | -30.5% | -7.6% | -22.9% | -27.8% |
| 3M | -29.6% | +5.8% | -35.4% | -32.5% |
| 6M | -50.4% | -2.7% | -47.7% | -51.0% |
| YTD | -33.2% | +39.7% | -72.9% | -47.7% |
| 1Y | -38.6% | +42.4% | -81.0% | -52.5% |
| 3Y | +105.5% | +26.4% | +79.0% | +67.9% |
| 5Y | -7.8% | +78.9% | -86.8% | -38.0% |
| All | +237.4% | +260.7% | -23.3% | +81.6% |
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