+59.7%
XOM vs MKC
-31.7%
+91.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | +4.1% | -3.4% | +7.5% | +4.5% |
| 3M | +10.4% | +3.8% | +6.6% | +9.6% |
| 6M | +13.0% | -17.9% | +31.0% | +16.3% |
| YTD | +40.1% | -23.6% | +63.7% | +45.7% |
| 1Y | +51.1% | -23.1% | +74.2% | +56.9% |
| All | +59.7% | -31.7% | +91.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling