+13.0%
XOM vs MP
-49.0%
+62.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.7% |
| 7D | -11.4% | -10.5% | -0.9% | -12.3% |
| 30D | +1.1% | -23.5% | +24.6% | -1.0% |
| 3M | +7.8% | -25.4% | +33.3% | +5.5% |
| 6M | +13.0% | -51.3% | +64.3% | +9.2% |
| All | +13.0% | -49.0% | +62.1% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling