+82.5%
XOP vs MKC
+390.2%
-307.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | +2.6% | -5.9% | +8.4% | +5.2% |
| 30D | +15.4% | -0.9% | +16.3% | +15.7% |
| 3M | +12.1% | +12.7% | -0.7% | +5.6% |
| 6M | +19.7% | -19.3% | +39.0% | +29.6% |
| YTD | +52.4% | -22.2% | +74.6% | +66.8% |
| 1Y | +47.6% | -23.3% | +70.9% | +61.7% |
| 3Y | +34.4% | -30.0% | +64.4% | +49.4% |
| 5Y | +154.4% | -33.8% | +188.2% | +180.7% |
| 10Y | +54.7% | +24.4% | +30.2% | +0.8% |
| All | +82.5% | +390.2% | -307.7% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling