+351.1%
XOM vs MP
+459.3%
-108.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -2.4% | +3.0% | -5.4% | -2.6% |
| 30D | +5.7% | +8.3% | -2.7% | +5.0% |
| 3M | +6.6% | -3.8% | +10.4% | +6.4% |
| 6M | +7.7% | -4.9% | +12.6% | +6.9% |
| YTD | +36.2% | +9.6% | +26.6% | +33.2% |
| 1Y | +50.5% | -11.7% | +62.2% | +48.2% |
| 3Y | +53.4% | +158.5% | -105.1% | +29.7% |
| 5Y | +254.2% | +68.9% | +185.3% | +206.4% |
| All | +351.1% | +459.3% | -108.2% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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