+59.7%
XOM vs MO
+95.5%
-35.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | +4.1% | +5.8% | -1.7% | +2.8% |
| 3M | +10.4% | -4.5% | +14.9% | +11.2% |
| 6M | +13.0% | +5.7% | +7.3% | +10.9% |
| YTD | +40.1% | +23.1% | +16.9% | +32.4% |
| 1Y | +51.1% | +10.9% | +40.2% | +45.9% |
| All | +59.7% | +95.5% | -35.8% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling