+54.4%
XOM vs MPC
+177.6%
-123.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +5.4% | -3.7% | -0.5% |
| 30D | +5.9% | +31.0% | -25.1% | -5.6% |
| 3M | +5.6% | +46.0% | -40.5% | -10.4% |
| 6M | +7.9% | +77.3% | -69.5% | -15.7% |
| YTD | +35.2% | +141.9% | -106.7% | -7.4% |
| 1Y | +46.0% | +120.9% | -74.9% | +3.3% |
| All | +54.4% | +177.6% | -123.2% | -5.5% |
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