+188.2%
XOM vs MDB
+978.8%
-790.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | -2.4% | -18.0% | +15.6% | -1.7% |
| 30D | +5.7% | -10.7% | +16.4% | +5.9% |
| 3M | +6.6% | +1.0% | +5.6% | +6.3% |
| 6M | +7.7% | +31.6% | -24.0% | +6.1% |
| YTD | +36.2% | -15.2% | +51.4% | +36.1% |
| 1Y | +50.5% | +10.1% | +40.4% | +48.5% |
| 3Y | +53.4% | -5.6% | +59.0% | +49.4% |
| 5Y | +254.2% | -24.5% | +278.7% | +237.9% |
| All | +188.2% | +978.8% | -790.5% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling