+75.9%
XOP vs MTB
+247.8%
-171.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.2% | 0.0% | +5.2% | +5.1% |
| 30D | -8.4% | +0.8% | -9.2% | -9.0% |
| 3M | +2.9% | -12.8% | +15.7% | +10.1% |
| 6M | +8.8% | +6.7% | +2.1% | +4.1% |
| YTD | +46.9% | +11.3% | +35.6% | +36.2% |
| 1Y | +41.5% | +20.2% | +21.3% | +25.8% |
| 3Y | +43.1% | +103.8% | -60.6% | -6.0% |
| 5Y | +92.2% | +60.9% | +31.3% | +37.1% |
| 10Y | +52.3% | +115.0% | -62.7% | -6.0% |
| All | +75.9% | +247.8% | -171.8% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling