+75.5%
XOM vs MDB
-10.2%
+85.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.4% |
| 7D | -1.5% | +3.0% | -4.5% | -1.5% |
| 30D | -3.2% | -11.3% | +8.2% | -3.2% |
| 3M | +5.0% | -23.0% | +28.0% | +4.9% |
| 6M | +12.9% | +14.8% | -1.9% | +12.9% |
| YTD | +41.3% | -19.4% | +60.7% | +41.2% |
| 1Y | +43.2% | -9.0% | +52.2% | +43.0% |
| All | +75.5% | -10.2% | +85.7% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling