+205.4%
XOM vs M
-7.1%
+212.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +2.8% | +7.0% | -4.2% | +1.7% |
| 30D | -3.6% | +8.9% | -12.5% | -5.3% |
| 3M | +8.2% | +4.5% | +3.8% | +6.9% |
| 6M | +14.0% | +36.2% | -22.2% | +7.0% |
| YTD | +44.6% | +15.1% | +29.5% | +38.7% |
| 1Y | +47.8% | +27.4% | +20.3% | +38.9% |
| 3Y | +79.6% | +160.1% | -80.6% | +40.2% |
| 5Y | +214.3% | -1.6% | +215.9% | +180.6% |
| All | +205.4% | -7.1% | +212.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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