+55.0%
XOP vs MKC
+29.9%
+25.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.6% | -1.5% | +4.1% | +2.9% |
| 30D | +9.6% | -3.1% | +12.7% | +10.2% |
| 3M | +20.4% | +5.2% | +15.2% | +18.9% |
| 6M | +19.9% | -12.8% | +32.7% | +22.6% |
| YTD | +56.4% | -23.3% | +79.7% | +63.8% |
| 1Y | +52.4% | -24.1% | +76.6% | +59.7% |
| 3Y | +39.9% | -32.1% | +72.0% | +48.9% |
| 5Y | +163.7% | -32.8% | +196.5% | +177.5% |
| All | +55.0% | +29.9% | +25.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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