+416.6%
XOM vs MA
+15,793.6%
-15,377.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +1.8% | -2.7% | +4.5% | +2.7% |
| 30D | +5.9% | +1.5% | +4.3% | +5.2% |
| 3M | +5.6% | +20.4% | -14.9% | -1.3% |
| 6M | +7.9% | +11.1% | -3.3% | +3.4% |
| YTD | +35.2% | +2.0% | +33.2% | +33.0% |
| 1Y | +46.0% | -2.2% | +48.1% | +45.4% |
| 3Y | +55.0% | +41.9% | +13.1% | +34.0% |
| 5Y | +246.3% | +75.4% | +171.0% | +172.1% |
| 10Y | +181.0% | +527.5% | -346.6% | +45.6% |
| All | +416.6% | +15,793.6% | -15,377.0% | +34.1% |
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