+3,273.6%
XOM vs M
+396.5%
+2,877.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | +1.8% | +4.7% | -3.0% | +0.9% |
| 30D | +5.9% | -9.6% | +15.5% | +7.6% |
| 3M | +5.6% | +0.9% | +4.7% | +4.9% |
| 6M | +7.9% | +22.3% | -14.4% | +3.1% |
| YTD | +35.2% | +6.5% | +28.7% | +31.9% |
| 1Y | +46.0% | +38.8% | +7.2% | +35.3% |
| 3Y | +55.0% | +115.9% | -60.9% | +26.5% |
| 5Y | +246.3% | +28.6% | +217.7% | +192.2% |
| 10Y | +181.0% | -2.5% | +183.5% | +115.6% |
| All | +3,273.6% | +396.5% | +2,877.1% | +1,806.6% |
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 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