+257.2%
XOM vs MDT
-19.5%
+276.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | +4.6% | +0.2% | +4.4% | +4.5% |
| 3M | +14.0% | +14.3% | -0.3% | +10.3% |
| 6M | +11.0% | +4.0% | +7.0% | +9.6% |
| YTD | +40.7% | -3.7% | +44.4% | +41.7% |
| 1Y | +52.3% | -0.4% | +52.7% | +51.8% |
| 3Y | +60.5% | +23.3% | +37.1% | +49.2% |
| All | +257.2% | -19.5% | +276.7% | +272.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling