+84.6%
MRK vs XOP
+45.9%
+38.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.3% | +3.7% |
| 7D | +6.7% | -10.5% | +17.2% | +6.4% |
| 30D | +7.8% | -4.3% | +12.1% | +7.5% |
| 3M | +18.2% | +4.7% | +13.5% | +17.6% |
| 6M | +34.7% | -0.1% | +34.7% | +33.8% |
| YTD | +45.8% | +43.8% | +2.0% | +33.3% |
| 1Y | +84.6% | +45.3% | +39.3% | +68.2% |
| All | +84.6% | +45.9% | +38.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling