+3,508.9%
XOM vs M
+436.6%
+3,072.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +2.8% | +7.0% | -4.2% | +1.6% |
| 30D | -3.6% | +8.9% | -12.5% | -5.3% |
| 3M | +8.2% | +4.5% | +3.8% | +6.8% |
| 6M | +14.0% | +36.2% | -22.2% | +6.8% |
| YTD | +44.6% | +15.1% | +29.5% | +38.5% |
| 1Y | +47.8% | +27.4% | +20.3% | +38.7% |
| 3Y | +79.6% | +160.1% | -80.6% | +41.4% |
| 5Y | +214.3% | -1.6% | +215.9% | +179.9% |
| 10Y | +204.0% | -7.7% | +211.7% | +134.7% |
| All | +3,508.9% | +436.6% | +3,072.2% | +1,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling