+163.4%
XOP vs MKC
-33.9%
+197.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | +9.6% | -3.4% | +13.0% | +10.0% |
| 3M | +16.9% | +3.8% | +13.2% | +16.2% |
| 6M | +24.0% | -17.9% | +42.0% | +27.0% |
| YTD | +56.2% | -23.6% | +79.8% | +61.3% |
| 1Y | +51.8% | -23.1% | +74.9% | +56.4% |
| 3Y | +37.0% | -31.5% | +68.5% | +43.3% |
| 5Y | +163.4% | -33.1% | +196.5% | +194.3% |
| All | +163.4% | -33.9% | +197.3% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling