+55.0%
XOP vs MCO
+393.6%
-338.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | +2.6% | -3.8% | +6.4% | +4.5% |
| 30D | +9.6% | -0.4% | +10.0% | +9.5% |
| 3M | +20.4% | +7.7% | +12.6% | +14.8% |
| 6M | +19.9% | +7.0% | +12.9% | +13.9% |
| YTD | +56.4% | -6.4% | +62.8% | +57.3% |
| 1Y | +52.4% | -7.6% | +60.1% | +53.7% |
| 3Y | +39.9% | +43.2% | -3.3% | +7.8% |
| 5Y | +163.7% | +29.6% | +134.2% | +109.5% |
| All | +55.0% | +393.6% | -338.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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