+4,391.7%
XOM vs MO
+15,083.2%
-10,691.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | +3.4% | +3.6% | -0.1% | +2.4% |
| 3M | +11.0% | -3.7% | +14.7% | +11.7% |
| 6M | +10.6% | +4.5% | +6.1% | +8.7% |
| YTD | +39.2% | +21.5% | +17.7% | +30.9% |
| 1Y | +52.7% | +9.5% | +43.2% | +47.6% |
| 3Y | +56.8% | +93.6% | -36.8% | +27.8% |
| 5Y | +261.8% | +97.5% | +164.3% | +191.5% |
| 10Y | +191.3% | +111.2% | +80.1% | +125.7% |
| All | +4,391.7% | +15,083.2% | -10,691.5% | +1,359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling