+51.1%
XOM vs MA
-2.3%
+53.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.9% | -3.5% | +5.3% | +1.7% |
| 30D | +4.1% | +0.7% | +3.4% | +4.1% |
| 3M | +10.4% | +15.8% | -5.4% | +11.3% |
| 6M | +13.0% | +10.2% | +2.8% | +13.7% |
| YTD | +40.1% | -0.5% | +40.5% | +40.0% |
| 1Y | +51.1% | -1.8% | +52.9% | +51.2% |
| All | +51.1% | -2.3% | +53.4% | +51.2% |
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