+4,294.1%
XOM vs MTB
+8,245.1%
-3,951.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.4% | +2.8% | -5.1% | -3.2% |
| 30D | +5.7% | -4.2% | +9.8% | +7.0% |
| 3M | +6.6% | +7.8% | -1.2% | +3.7% |
| 6M | +7.7% | +14.8% | -7.2% | +2.3% |
| YTD | +36.2% | +20.8% | +15.4% | +27.0% |
| 1Y | +50.5% | +23.1% | +27.4% | +39.2% |
| 3Y | +53.4% | +114.8% | -61.5% | +15.8% |
| 5Y | +254.2% | +103.3% | +150.9% | +164.0% |
| 10Y | +177.9% | +173.0% | +4.9% | +85.3% |
| All | +4,294.1% | +8,245.1% | -3,951.0% | +1,798.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling