+2,773.8%
XOM vs MCO
+7,284.8%
-4,511.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.9% | -7.3% | +9.2% | +3.9% |
| 30D | +4.1% | -1.7% | +5.8% | +4.4% |
| 3M | +10.4% | +3.9% | +6.5% | +8.8% |
| 6M | +13.0% | +3.8% | +9.2% | +11.0% |
| YTD | +40.1% | -7.9% | +48.0% | +41.2% |
| 1Y | +51.1% | -6.8% | +58.0% | +51.5% |
| 3Y | +57.7% | +40.9% | +16.8% | +38.8% |
| 5Y | +264.7% | +27.5% | +237.2% | +223.6% |
| 10Y | +193.1% | +381.4% | -188.3% | +77.8% |
| All | +2,773.8% | +7,284.8% | -4,511.0% | +737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling