+55.5%
XOP vs MDLN
-7.1%
+62.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | +2.6% | -11.1% | +13.7% | +1.8% |
| 30D | +9.6% | -8.4% | +18.0% | +8.9% |
| 3M | +20.4% | -12.4% | +32.7% | +19.9% |
| 6M | +19.9% | -23.3% | +43.2% | +19.2% |
| YTD | +56.4% | -22.5% | +78.9% | +54.6% |
| All | +55.5% | -7.1% | +62.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 5y: compounded portfolio wealth divided by compounded MDLN 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…
5y analysis · Full analysis span regression · 6 months rolling