+76.6%
XOM vs MSCI
+32.0%
+44.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -8.3% | +1.5% | -9.8% | -8.3% |
| 30D | -2.5% | +14.4% | -16.9% | -2.9% |
| 3M | +8.3% | +15.2% | -6.9% | +7.8% |
| 6M | +15.5% | +11.2% | +4.2% | +14.9% |
| YTD | +39.6% | +13.9% | +25.7% | +38.3% |
| 1Y | +44.6% | +12.5% | +32.1% | +43.3% |
| 3Y | +76.6% | +32.3% | +44.3% | +71.3% |
| All | +76.6% | +32.0% | +44.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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