+4,439.9%
XOM vs MDT
+7,678.0%
-3,238.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.1% | -3.4% | +7.5% | +5.1% |
| 30D | +4.6% | +0.2% | +4.4% | +4.5% |
| 3M | +14.0% | +14.3% | -0.3% | +9.5% |
| 6M | +11.0% | +4.0% | +7.0% | +9.1% |
| YTD | +40.7% | -3.7% | +44.4% | +41.2% |
| 1Y | +52.3% | -0.4% | +52.7% | +51.2% |
| 3Y | +60.5% | +23.3% | +37.1% | +48.8% |
| 5Y | +266.4% | -18.9% | +285.3% | +277.4% |
| 10Y | +194.4% | +39.2% | +155.3% | +163.4% |
| All | +4,439.9% | +7,678.0% | -3,238.1% | +2,307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling