+264.7%
XOM vs MTB
+101.1%
+163.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +4.1% | -4.6% | +8.7% | +5.2% |
| 3M | +10.4% | +7.4% | +3.0% | +8.2% |
| 6M | +13.0% | +18.7% | -5.6% | +7.5% |
| YTD | +40.1% | +21.1% | +19.0% | +32.2% |
| 1Y | +51.1% | +24.1% | +27.1% | +41.5% |
| 3Y | +57.7% | +115.3% | -57.6% | +24.6% |
| 5Y | +264.7% | +106.0% | +158.7% | +154.8% |
| All | +264.7% | +101.1% | +163.7% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling