+191.3%
XOM vs MA
+507.5%
-316.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | 0.0% | -3.5% | +3.6% | +1.6% |
| 30D | +3.4% | +0.8% | +2.7% | +3.0% |
| 3M | +11.0% | +14.8% | -3.8% | +4.3% |
| 6M | +10.6% | +10.0% | +0.6% | +5.4% |
| YTD | +39.2% | -0.1% | +39.3% | +37.7% |
| 1Y | +52.7% | -2.2% | +54.9% | +52.1% |
| 3Y | +56.8% | +39.3% | +17.5% | +30.4% |
| 5Y | +261.8% | +66.3% | +195.4% | +167.3% |
| 10Y | +191.3% | +513.2% | -321.9% | +40.4% |
| All | +191.3% | +507.5% | -316.2% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling