+254.2%
XOM vs MPC
+655.4%
-401.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.5% |
| 7D | -2.4% | +3.9% | -6.2% | -4.3% |
| 30D | +5.7% | +33.8% | -28.1% | -9.7% |
| 3M | +6.6% | +49.9% | -43.3% | -14.7% |
| 6M | +7.7% | +80.9% | -73.3% | -22.4% |
| YTD | +36.2% | +147.4% | -111.2% | -17.6% |
| 1Y | +50.5% | +123.2% | -72.7% | -4.3% |
| 3Y | +53.4% | +171.7% | -118.4% | -17.6% |
| 5Y | +254.2% | +678.6% | -424.4% | -15.9% |
| All | +254.2% | +655.4% | -401.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling