+163.4%
XOP vs MTB
+101.1%
+62.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | +9.6% | -4.6% | +14.2% | +11.7% |
| 3M | +16.9% | +7.4% | +9.5% | +12.9% |
| 6M | +24.0% | +18.7% | +5.4% | +13.8% |
| YTD | +56.2% | +21.1% | +35.1% | +41.5% |
| 1Y | +51.8% | +24.1% | +27.7% | +35.7% |
| 3Y | +37.0% | +115.3% | -78.4% | -6.1% |
| 5Y | +163.4% | +106.0% | +57.4% | +52.1% |
| All | +163.4% | +101.1% | +62.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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