+211.6%
XOM vs M
-3.3%
+214.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +2.8% | +7.0% | -4.2% | +2.3% |
| 30D | -3.6% | +8.9% | -12.5% | -4.4% |
| 3M | +8.2% | +4.5% | +3.8% | +7.6% |
| 6M | +14.0% | +36.2% | -22.2% | +10.3% |
| YTD | +44.6% | +15.1% | +29.5% | +41.7% |
| 1Y | +47.8% | +27.4% | +20.3% | +43.1% |
| 3Y | +79.6% | +160.1% | -80.6% | +54.2% |
| All | +211.6% | -3.3% | +214.9% | +189.2% |
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