+50.1%
XOP vs MXL
+286.3%
-236.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.8% |
| 7D | +1.6% | +16.6% | -15.0% | -1.3% |
| 30D | +9.6% | +0.5% | +9.1% | +8.6% |
| 3M | +16.9% | -3.6% | +20.6% | +11.9% |
| 6M | +24.0% | +328.0% | -304.0% | -21.2% |
| YTD | +56.2% | +297.8% | -241.6% | +0.1% |
| 1Y | +51.8% | +339.4% | -287.6% | -6.3% |
| 3Y | +37.0% | +201.7% | -164.8% | -18.8% |
| 5Y | +163.4% | +32.8% | +130.6% | +78.7% |
| 10Y | +56.6% | +274.8% | -218.2% | -27.7% |
| All | +50.1% | +286.3% | -236.2% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling