+272.5%
XOM vs MPC
+2,977.1%
-2,704.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +5.4% | -3.7% | -0.4% |
| 30D | +5.9% | +31.0% | -25.1% | -5.2% |
| 3M | +5.6% | +46.0% | -40.5% | -9.8% |
| 6M | +7.9% | +77.3% | -69.5% | -15.0% |
| YTD | +35.2% | +141.9% | -106.7% | -6.2% |
| 1Y | +46.0% | +120.9% | -74.9% | +4.6% |
| 3Y | +55.0% | +182.7% | -127.7% | -1.8% |
| 5Y | +246.3% | +646.4% | -400.1% | +51.0% |
| 10Y | +181.0% | +1,138.7% | -957.7% | -2.5% |
| All | +272.5% | +2,977.1% | -2,704.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling