+37.6%
XOP vs MDB
-12.1%
+49.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.1% |
| 7D | -10.0% | -0.9% | -9.1% | -10.0% |
| 30D | -9.1% | -15.2% | +6.1% | -8.2% |
| 3M | +5.1% | -17.9% | +23.0% | +5.8% |
| 6M | +6.4% | +9.3% | -2.9% | +4.5% |
| YTD | +39.7% | -22.0% | +61.7% | +40.1% |
| 1Y | +37.2% | -9.3% | +46.6% | +35.2% |
| 3Y | +37.6% | -10.4% | +48.0% | +21.4% |
| All | +37.6% | -12.1% | +49.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling