+75.4%
XOP vs MDB
+978.8%
-903.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.1% | +2.0% |
| 7D | +0.6% | -18.0% | +18.6% | +2.6% |
| 30D | +16.5% | -10.7% | +27.3% | +17.6% |
| 3M | +15.7% | +1.0% | +14.7% | +14.8% |
| 6M | +19.2% | +31.6% | -12.4% | +14.1% |
| YTD | +55.0% | -15.2% | +70.1% | +54.5% |
| 1Y | +54.2% | +10.1% | +44.1% | +48.4% |
| 3Y | +35.9% | -5.6% | +41.5% | +26.9% |
| 5Y | +162.4% | -24.5% | +186.9% | +135.2% |
| All | +75.4% | +978.8% | -903.4% | +4.2% |
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