+452.6%
XOM vs MA
+18,070.6%
-17,618.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +2.8% | +1.3% | +1.5% | +2.4% |
| 30D | -3.6% | +9.6% | -13.2% | -6.8% |
| 3M | +8.2% | +16.8% | -8.5% | +2.3% |
| 6M | +14.0% | +35.2% | -21.1% | +2.1% |
| YTD | +44.6% | +16.6% | +28.0% | +35.5% |
| 1Y | +47.8% | +19.8% | +28.0% | +36.9% |
| 3Y | +79.6% | +70.7% | +8.9% | +45.4% |
| 5Y | +214.3% | +87.4% | +126.9% | +141.5% |
| 10Y | +204.0% | +570.0% | -366.0% | +53.2% |
| All | +452.6% | +18,070.6% | -17,618.0% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling