+86.6%
XOP vs MCO
+1,025.7%
-939.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +2.4% |
| 30D | +10.8% | -0.5% | +11.4% | +10.8% |
| 3M | +19.5% | +5.7% | +13.8% | +15.3% |
| 6M | +21.6% | +3.0% | +18.6% | +17.9% |
| YTD | +55.8% | -6.5% | +62.3% | +56.6% |
| 1Y | +54.6% | -5.8% | +60.4% | +54.0% |
| 3Y | +36.6% | +43.1% | -6.5% | +8.5% |
| 5Y | +160.6% | +29.5% | +131.2% | +111.8% |
| 10Y | +56.2% | +388.8% | -332.6% | -34.9% |
| All | +86.6% | +1,025.7% | -939.0% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling