+55.0%
XOP vs MXL
+313.4%
-258.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -1.1% |
| 7D | +2.6% | +18.9% | -16.2% | -0.4% |
| 30D | +9.6% | +0.3% | +9.3% | +8.7% |
| 3M | +20.4% | -8.0% | +28.4% | +16.7% |
| 6M | +19.9% | +341.2% | -321.3% | -23.6% |
| YTD | +56.4% | +327.8% | -271.4% | -0.5% |
| 1Y | +52.4% | +364.9% | -312.5% | -6.3% |
| 3Y | +39.9% | +229.2% | -189.3% | -18.5% |
| 5Y | +163.7% | +42.8% | +121.0% | +79.1% |
| All | +55.0% | +313.4% | -258.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling