+66.3%
XOP vs MDB
+929.6%
-863.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | +5.2% | +11.6% | -6.4% | +4.0% |
| 30D | -8.4% | -8.9% | +0.6% | -7.7% |
| 3M | +2.9% | -22.4% | +25.3% | +4.8% |
| 6M | +8.8% | +10.1% | -1.2% | +6.0% |
| YTD | +46.9% | -19.0% | +65.9% | +46.3% |
| 1Y | +41.5% | -7.0% | +48.5% | +38.1% |
| 3Y | +43.1% | -9.8% | +53.0% | +33.9% |
| 5Y | +92.2% | -40.1% | +132.2% | +76.8% |
| All | +66.3% | +929.6% | -863.4% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling