+261.8%
XOM vs M
+22.2%
+239.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.6% |
| 7D | 0.0% | -4.1% | +4.1% | +0.4% |
| 30D | +3.4% | -13.6% | +17.1% | +4.7% |
| 3M | +11.0% | -2.3% | +13.3% | +10.9% |
| 6M | +10.6% | +21.9% | -11.3% | +7.9% |
| YTD | +39.2% | -0.6% | +39.8% | +38.3% |
| 1Y | +52.7% | +29.7% | +23.0% | +47.1% |
| 3Y | +56.8% | +107.3% | -50.5% | +38.0% |
| 5Y | +261.8% | +20.5% | +241.3% | +218.9% |
| All | +261.8% | +22.2% | +239.6% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling