+153.3%
XOP vs MXL
+40.1%
+113.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -0.6% |
| 7D | +2.6% | +18.9% | -16.2% | +0.8% |
| 30D | +9.6% | +0.3% | +9.3% | +9.1% |
| 3M | +20.4% | -8.0% | +28.4% | +18.2% |
| 6M | +19.9% | +341.2% | -321.3% | -10.3% |
| YTD | +56.4% | +327.8% | -271.4% | +16.8% |
| 1Y | +52.4% | +364.9% | -312.5% | +11.1% |
| 3Y | +39.9% | +229.2% | -189.3% | -1.8% |
| All | +153.3% | +40.1% | +113.2% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling