+2,368.8%
XOM vs MDY
+2,615.3%
-246.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | +3.4% | -3.9% | +7.3% | +6.0% |
| 3M | +11.0% | 0.0% | +11.1% | +10.5% |
| 6M | +10.6% | +8.5% | +2.1% | +3.4% |
| YTD | +39.2% | +13.2% | +26.0% | +26.3% |
| 1Y | +52.7% | +15.0% | +37.7% | +36.7% |
| 3Y | +56.8% | +49.6% | +7.2% | +15.5% |
| 5Y | +261.8% | +46.0% | +215.8% | +166.3% |
| 10Y | +191.3% | +176.4% | +14.9% | +42.4% |
| All | +2,368.8% | +2,615.3% | -246.4% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling