+58.1%
XOP vs MDB
+892.0%
-833.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.3% |
| 7D | -10.0% | -0.9% | -9.1% | -10.0% |
| 30D | -9.1% | -15.2% | +6.1% | -7.7% |
| 3M | +5.1% | -17.9% | +23.0% | +6.3% |
| 6M | +6.4% | +9.3% | -2.9% | +3.6% |
| YTD | +39.7% | -22.0% | +61.7% | +39.7% |
| 1Y | +37.2% | -9.3% | +46.6% | +34.3% |
| 3Y | +37.6% | -10.4% | +48.0% | +28.8% |
| 5Y | +76.5% | -43.2% | +119.7% | +63.3% |
| All | +58.1% | +892.0% | -833.9% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling