+192.9%
XOM vs MTB
+173.8%
+19.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +4.6% | -4.8% | +9.4% | +6.6% |
| 3M | +14.0% | +6.0% | +8.0% | +10.9% |
| 6M | +11.0% | +19.6% | -8.6% | +1.9% |
| YTD | +40.7% | +21.5% | +19.2% | +27.8% |
| 1Y | +52.3% | +24.7% | +27.6% | +36.5% |
| 3Y | +60.5% | +108.6% | -48.1% | +10.2% |
| 5Y | +266.4% | +106.7% | +159.7% | +135.4% |
| All | +192.9% | +173.8% | +19.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling