+265.1%
MU vs XOM
+53.6%
+211.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.6% | -2.4% | -9.5% |
| 7D | -19.1% | -7.0% | -12.1% | -22.4% |
| 30D | -25.2% | +3.2% | -28.5% | -23.0% |
| 3M | -10.9% | +10.7% | -21.6% | -3.5% |
| 6M | +38.0% | +11.6% | +26.4% | +52.8% |
| YTD | +178.8% | +43.5% | +135.3% | +227.3% |
| 1Y | +265.1% | +52.6% | +212.5% | +341.1% |
| All | +265.1% | +53.6% | +211.5% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling