+266.7%
XOM vs MSCI
+2,756.4%
-2,489.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +5.9% | +0.6% | +5.3% | +5.6% |
| 3M | +5.6% | -7.1% | +12.6% | +7.0% |
| 6M | +7.9% | +0.8% | +7.0% | +6.7% |
| YTD | +35.2% | +1.0% | +34.2% | +33.0% |
| 1Y | +46.0% | +4.3% | +41.7% | +41.9% |
| 3Y | +55.0% | +9.9% | +45.1% | +45.5% |
| 5Y | +246.3% | -6.8% | +253.1% | +229.5% |
| 10Y | +181.0% | +614.7% | -433.7% | +41.6% |
| All | +266.7% | +2,756.4% | -2,489.7% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling