+255.6%
XOM vs MDY
+45.1%
+210.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | +1.9% | -2.5% | +4.4% | +2.9% |
| 30D | +4.1% | -5.0% | +9.1% | +6.3% |
| 3M | +10.4% | +0.5% | +10.0% | +9.7% |
| 6M | +13.0% | +8.0% | +5.0% | +7.9% |
| YTD | +40.1% | +12.2% | +27.9% | +31.0% |
| 1Y | +51.1% | +14.0% | +37.1% | +39.9% |
| 3Y | +57.7% | +48.2% | +9.6% | +25.0% |
| All | +255.6% | +45.1% | +210.5% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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