+1,116.6%
MPC vs XOP
+52.0%
+1,064.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | +5.4% | +2.6% | +2.9% | +3.6% |
| 30D | +31.0% | +15.4% | +15.5% | +18.6% |
| 3M | +46.0% | +12.1% | +34.0% | +34.9% |
| 6M | +77.3% | +19.7% | +57.6% | +56.9% |
| YTD | +141.9% | +52.4% | +89.5% | +81.0% |
| 1Y | +120.9% | +47.6% | +73.4% | +68.6% |
| 3Y | +182.7% | +34.4% | +148.3% | +129.9% |
| 5Y | +646.4% | +154.4% | +492.0% | +283.4% |
| All | +1,116.6% | +52.0% | +1,064.6% | +595.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling