+47.6%
XOP vs MDB
+18.3%
+29.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.8% |
| 7D | +2.6% | -17.4% | +20.0% | +2.7% |
| 30D | +15.4% | -2.0% | +17.5% | +15.5% |
| 3M | +12.1% | -3.0% | +15.1% | +12.2% |
| 6M | +19.7% | +48.7% | -29.0% | +20.5% |
| YTD | +52.4% | -12.1% | +64.5% | +51.2% |
| 1Y | +47.6% | +14.5% | +33.1% | +44.6% |
| All | +47.6% | +18.3% | +29.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling