+197.8%
XOM vs MDB
+997.6%
-799.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.1% |
| 30D | +4.6% | -17.3% | +21.9% | +5.1% |
| 3M | +14.0% | +2.2% | +11.8% | +13.6% |
| 6M | +11.0% | +33.9% | -22.9% | +9.3% |
| YTD | +40.7% | -13.7% | +54.4% | +40.5% |
| 1Y | +52.3% | +9.1% | +43.2% | +50.4% |
| 3Y | +60.5% | -8.1% | +68.6% | +56.6% |
| 5Y | +266.4% | -25.9% | +292.3% | +250.2% |
| All | +197.8% | +997.6% | -799.8% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling