+52.6%
XOM vs MDB
-8.5%
+61.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.7% |
| 7D | -7.0% | -16.5% | +9.5% | -7.6% |
| 30D | +3.2% | -8.6% | +11.8% | +2.9% |
| 3M | +10.7% | -13.6% | +24.2% | +10.3% |
| 6M | +11.6% | +24.1% | -12.5% | +13.5% |
| YTD | +43.5% | -21.8% | +65.2% | +40.9% |
| 1Y | +52.6% | -7.7% | +60.3% | +50.5% |
| All | +52.6% | -8.5% | +61.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling