+51.1%
XOM vs M
+25.2%
+26.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +0.2% |
| 7D | +1.9% | -8.8% | +10.6% | +1.1% |
| 30D | +4.1% | -16.4% | +20.5% | +2.6% |
| 3M | +10.4% | -10.8% | +21.2% | +9.6% |
| 6M | +13.0% | +16.1% | -3.1% | +13.7% |
| YTD | +40.1% | -5.3% | +45.3% | +41.9% |
| 1Y | +51.1% | +24.9% | +26.3% | +47.9% |
| All | +51.1% | +25.2% | +26.0% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling