+205.4%
XOM vs MPC
+1,171.2%
-965.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +2.8% | +11.2% | -8.4% | -2.4% |
| 30D | -3.6% | -14.5% | +10.9% | +3.6% |
| 3M | +8.2% | +16.7% | -8.4% | -0.3% |
| 6M | +14.0% | +67.6% | -53.5% | -12.5% |
| YTD | +44.6% | +157.9% | -113.3% | -10.9% |
| 1Y | +47.8% | +116.7% | -68.9% | -1.0% |
| 3Y | +79.6% | +199.8% | -120.2% | -1.3% |
| 5Y | +214.3% | +604.4% | -390.1% | +12.5% |
| All | +205.4% | +1,171.2% | -965.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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