+989.9%
XOM vs MKSI
+2,175.0%
-1,185.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | +1.9% | +4.9% | -3.0% | +1.2% |
| 30D | +4.1% | -11.0% | +15.0% | +5.5% |
| 3M | +10.4% | -17.1% | +27.5% | +11.5% |
| 6M | +13.0% | +16.4% | -3.4% | +8.2% |
| YTD | +40.1% | +64.3% | -24.2% | +27.1% |
| 1Y | +51.1% | +137.7% | -86.6% | +29.2% |
| 3Y | +57.7% | +189.1% | -131.4% | +26.0% |
| 5Y | +264.7% | +83.1% | +181.6% | +202.5% |
| 10Y | +193.1% | +509.4% | -316.3% | +100.1% |
| All | +989.9% | +2,175.0% | -1,185.1% | +581.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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