+192.9%
XOM vs MCO
+393.6%
-200.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +4.1% | -3.8% | +7.9% | +5.3% |
| 30D | +4.6% | -0.4% | +5.0% | +4.5% |
| 3M | +14.0% | +7.7% | +6.2% | +10.7% |
| 6M | +11.0% | +7.0% | +4.0% | +7.5% |
| YTD | +40.7% | -6.4% | +47.1% | +41.5% |
| 1Y | +52.3% | -7.6% | +60.0% | +53.4% |
| 3Y | +60.5% | +43.2% | +17.2% | +34.1% |
| 5Y | +266.4% | +29.6% | +236.8% | +211.4% |
| All | +192.9% | +393.6% | -200.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling