+257.2%
XOM vs MKTX
-60.5%
+317.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +4.6% | +0.7% | +3.8% | +4.5% |
| 3M | +14.0% | +40.8% | -26.8% | +11.6% |
| 6M | +11.0% | -8.0% | +19.0% | +11.2% |
| YTD | +40.7% | -8.7% | +49.4% | +41.0% |
| 1Y | +52.3% | -11.8% | +64.1% | +52.9% |
| 3Y | +60.5% | -24.0% | +84.5% | +61.8% |
| All | +257.2% | -60.5% | +317.7% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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