+253.9%
XOM vs MDB
-24.8%
+278.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.8% |
| 7D | -2.4% | -18.0% | +15.6% | -2.1% |
| 30D | +5.7% | -10.7% | +16.4% | +5.8% |
| 3M | +6.6% | +1.0% | +5.6% | +6.4% |
| 6M | +7.7% | +31.6% | -24.0% | +7.0% |
| YTD | +36.2% | -15.2% | +51.4% | +36.2% |
| 1Y | +50.5% | +10.1% | +40.4% | +49.5% |
| 3Y | +53.4% | -5.6% | +59.0% | +50.6% |
| All | +253.9% | -24.8% | +278.7% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling