+284.2%
XOM vs MPC
+2,982.2%
-2,698.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -7.3% | -8.8% | +1.5% | -3.9% |
| 30D | -2.6% | -14.4% | +11.7% | +3.4% |
| 3M | +3.6% | +21.9% | -18.4% | -5.0% |
| 6M | +15.3% | +60.1% | -44.9% | -5.6% |
| YTD | +39.4% | +142.3% | -102.9% | -3.8% |
| 1Y | +43.2% | +101.7% | -58.5% | +6.1% |
| 3Y | +74.9% | +184.8% | -109.8% | +10.1% |
| 5Y | +201.3% | +564.6% | -363.3% | +36.3% |
| 10Y | +188.5% | +1,098.3% | -909.9% | +0.5% |
| All | +284.2% | +2,982.2% | -2,698.1% | -3.1% |
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 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