+365.7%
XOM vs MP
+257.7%
+108.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | 0.0% |
| 7D | -11.4% | -10.5% | -0.9% | -10.8% |
| 30D | +1.1% | -23.5% | +24.6% | +2.8% |
| 3M | +7.8% | -25.4% | +33.3% | +9.5% |
| 6M | +13.0% | -51.3% | +64.3% | +17.8% |
| YTD | +40.6% | -29.9% | +70.5% | +41.3% |
| 1Y | +49.1% | -31.8% | +80.9% | +49.6% |
| 3Y | +72.9% | +127.0% | -54.1% | +45.1% |
| 5Y | +204.0% | -3.3% | +207.3% | +172.8% |
| All | +365.7% | +257.7% | +108.1% | +247.6% |
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