+191.6%
XOM vs MDT
+40.9%
+150.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -1.6% | +3.5% | +2.6% |
| 30D | +4.1% | +1.0% | +3.0% | +3.5% |
| 3M | +10.4% | +15.2% | -4.8% | +3.0% |
| 6M | +13.0% | +3.7% | +9.3% | +10.1% |
| YTD | +40.1% | -3.0% | +43.0% | +40.5% |
| 1Y | +51.1% | +2.5% | +48.7% | +47.2% |
| 3Y | +57.7% | +26.5% | +31.3% | +35.0% |
| 5Y | +264.7% | -18.3% | +283.0% | +291.9% |
| All | +191.6% | +40.9% | +150.7% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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