+82.5%
XOP vs MDY
+558.5%
-476.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | +2.6% | +0.1% | +2.4% | +2.3% |
| 30D | +15.4% | -1.5% | +16.9% | +17.3% |
| 3M | +12.1% | +0.8% | +11.3% | +9.9% |
| 6M | +19.7% | +7.4% | +12.3% | +6.4% |
| YTD | +52.4% | +15.2% | +37.2% | +24.0% |
| 1Y | +47.6% | +16.5% | +31.0% | +17.9% |
| 3Y | +34.4% | +46.8% | -12.4% | -20.8% |
| 5Y | +154.4% | +46.0% | +108.4% | +49.5% |
| 10Y | +54.7% | +172.1% | -117.4% | -54.7% |
| All | +82.5% | +558.5% | -476.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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