+130.3%
MRK vs XOP
+156.4%
-26.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.0% | +1.6% | -6.6% | -5.1% |
| 30D | +11.0% | +9.6% | +1.4% | +10.2% |
| 3M | +22.4% | +16.9% | +5.5% | +20.8% |
| 6M | +25.4% | +24.0% | +1.4% | +22.9% |
| YTD | +39.5% | +56.2% | -16.7% | +33.8% |
| 1Y | +78.0% | +51.8% | +26.2% | +71.0% |
| 3Y | +45.5% | +37.0% | +8.6% | +39.4% |
| 5Y | +130.3% | +163.4% | -33.1% | +105.2% |
| All | +130.3% | +156.4% | -26.1% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling