+72.9%
XOM vs MPC
+160.2%
-87.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | -11.4% | -16.2% | +4.8% | -4.8% |
| 30D | +1.1% | -15.7% | +16.8% | +8.2% |
| 3M | +7.8% | +24.9% | -17.1% | -2.3% |
| 6M | +13.0% | +52.7% | -39.6% | -6.1% |
| YTD | +40.6% | +131.9% | -91.3% | -1.9% |
| 1Y | +49.1% | +96.6% | -47.6% | +11.0% |
| 3Y | +72.9% | +163.8% | -90.9% | +8.1% |
| All | +72.9% | +160.2% | -87.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling