+14.0%
XOM vs MA
+33.8%
-19.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | +2.8% | +1.3% | +1.5% | +3.0% |
| 30D | -3.6% | +9.6% | -13.2% | -3.2% |
| 3M | +8.2% | +16.8% | -8.5% | +8.5% |
| 6M | +14.0% | +35.2% | -21.1% | +14.2% |
| All | +14.0% | +33.8% | -19.8% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling