+52.6%
XOM vs MA
+24.3%
+28.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.6% | -4.2% |
| 7D | -7.0% | +10.2% | -17.2% | -6.2% |
| 30D | +3.2% | +19.3% | -16.1% | +4.6% |
| 3M | +10.7% | +18.0% | -7.3% | +12.0% |
| 6M | +11.6% | +33.7% | -22.1% | +14.3% |
| YTD | +43.5% | +18.6% | +24.9% | +44.1% |
| 1Y | +52.6% | +22.5% | +30.1% | +53.6% |
| All | +52.6% | +24.3% | +28.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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