+192.9%
XOM vs MO
+114.7%
+78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | +4.6% | +7.1% | -2.6% | +1.5% |
| 3M | +14.0% | -2.0% | +15.9% | +14.1% |
| 6M | +11.0% | +7.3% | +3.7% | +6.6% |
| YTD | +40.7% | +23.5% | +17.2% | +26.7% |
| 1Y | +52.3% | +11.0% | +41.3% | +43.3% |
| 3Y | +60.5% | +95.0% | -34.5% | +14.4% |
| 5Y | +266.4% | +100.6% | +165.8% | +153.6% |
| All | +192.9% | +114.7% | +78.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling