+53.4%
XOM vs MA
+40.0%
+13.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.0% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | +5.7% | +1.4% | +4.2% | +5.4% |
| 3M | +6.6% | +17.7% | -11.2% | +3.6% |
| 6M | +7.7% | +9.7% | -2.0% | +5.9% |
| YTD | +36.2% | +0.5% | +35.7% | +36.4% |
| 1Y | +50.5% | -2.1% | +52.6% | +51.7% |
| 3Y | +53.4% | +40.1% | +13.3% | +40.4% |
| All | +53.4% | +40.0% | +13.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling