+786.5%
MRK vs XOP
+86.0%
+700.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -0.9% | +0.6% | -1.6% | -1.1% |
| 30D | +15.5% | +16.5% | -1.1% | +12.1% |
| 3M | +25.1% | +15.7% | +9.4% | +21.5% |
| 6M | +30.1% | +19.2% | +10.9% | +25.1% |
| YTD | +43.1% | +55.0% | -11.8% | +30.7% |
| 1Y | +82.5% | +54.2% | +28.3% | +66.5% |
| 3Y | +49.3% | +35.9% | +13.4% | +37.6% |
| 5Y | +130.3% | +162.4% | -32.2% | +79.1% |
| 10Y | +234.3% | +50.2% | +184.2% | +165.2% |
| All | +786.5% | +86.0% | +700.5% | +459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling