+153.3%
XOP vs MTUM
+78.7%
+74.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +2.6% | +0.7% | +1.9% | +2.2% |
| 30D | +9.6% | -2.4% | +12.0% | +11.0% |
| 3M | +20.4% | -3.6% | +24.0% | +21.1% |
| 6M | +19.9% | +23.7% | -3.8% | -1.0% |
| YTD | +56.4% | +22.9% | +33.5% | +28.9% |
| 1Y | +52.4% | +21.8% | +30.7% | +26.2% |
| 3Y | +39.9% | +114.4% | -74.6% | -33.3% |
| All | +153.3% | +78.7% | +74.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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