+5,731.6%
MU vs XOM
+194.6%
+5,537.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.1% | +4.1% | -8.2% | -5.6% |
| 30D | +7.0% | +4.6% | +2.4% | +4.9% |
| 3M | -2.1% | +14.0% | -16.0% | -8.0% |
| 6M | +133.1% | +11.0% | +122.1% | +117.3% |
| YTD | +241.9% | +40.7% | +201.2% | +182.9% |
| 1Y | +548.8% | +52.3% | +496.4% | +414.7% |
| 3Y | +1,308.2% | +60.5% | +1,247.7% | +973.9% |
| 5Y | +1,260.7% | +266.4% | +994.3% | +515.3% |
| All | +5,731.6% | +194.6% | +5,537.0% | +2,829.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling