+191.6%
XOM vs M
-10.0%
+201.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.4% |
| 7D | +1.9% | -8.8% | +10.6% | +3.3% |
| 30D | +4.1% | -16.4% | +20.5% | +7.0% |
| 3M | +10.4% | -10.8% | +21.2% | +11.9% |
| 6M | +13.0% | +16.1% | -3.1% | +9.0% |
| YTD | +40.1% | -5.3% | +45.3% | +39.3% |
| 1Y | +51.1% | +24.9% | +26.3% | +42.5% |
| 3Y | +57.7% | +97.5% | -39.8% | +29.5% |
| 5Y | +264.7% | +20.4% | +244.3% | +206.6% |
| All | +191.6% | -10.0% | +201.5% | +94.6% |
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