+77.6%
XOP vs MTB
+249.9%
-172.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +6.3% | +1.5% | +4.8% | +5.5% |
| 30D | -6.6% | +2.3% | -8.9% | -7.9% |
| 3M | +3.6% | -12.1% | +15.7% | +10.3% |
| 6M | +10.8% | +9.8% | +0.9% | +4.4% |
| YTD | +48.3% | +12.0% | +36.3% | +37.0% |
| 1Y | +42.9% | +22.0% | +20.9% | +26.0% |
| 3Y | +43.3% | +107.6% | -64.3% | -6.8% |
| 5Y | +94.0% | +61.9% | +32.1% | +37.9% |
| 10Y | +53.7% | +116.3% | -62.6% | -5.4% |
| All | +77.6% | +249.9% | -172.3% | -20.4% |
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