+577.1%
XOM vs MKTX
+1,443.5%
-866.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +4.1% | +0.8% | +3.2% | +3.9% |
| 3M | +10.4% | +41.1% | -30.7% | +4.0% |
| 6M | +13.0% | -9.5% | +22.6% | +13.9% |
| YTD | +40.1% | -8.7% | +48.7% | +40.8% |
| 1Y | +51.1% | -10.0% | +61.1% | +52.0% |
| 3Y | +57.7% | -24.6% | +82.3% | +60.0% |
| 5Y | +264.7% | -60.3% | +325.0% | +301.9% |
| 10Y | +193.1% | +5.0% | +188.0% | +158.8% |
| All | +577.1% | +1,443.5% | -866.3% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling