+347.8%
XOM vs MP
+450.8%
-103.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | +1.8% | -2.9% | +4.6% | +1.9% |
| 30D | +5.9% | +13.8% | -8.0% | +4.8% |
| 3M | +5.6% | -16.7% | +22.3% | +6.5% |
| 6M | +7.9% | -11.5% | +19.3% | +7.7% |
| YTD | +35.2% | +7.9% | +27.2% | +32.4% |
| 1Y | +46.0% | -15.0% | +61.0% | +44.2% |
| 3Y | +55.0% | +153.5% | -98.5% | +31.3% |
| 5Y | +246.3% | +58.7% | +187.7% | +200.8% |
| All | +347.8% | +450.8% | -103.0% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling