+45.9%
OXY vs MRSH
+20.0%
+25.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -5.5% |
| 7D | -8.8% | +9.4% | -18.2% | -9.9% |
| 30D | -1.7% | +23.4% | -25.1% | -4.7% |
| 3M | +4.5% | +9.9% | -5.3% | +3.0% |
| 6M | -4.0% | +26.0% | -30.0% | -7.4% |
| YTD | +41.4% | +15.2% | +26.2% | +38.5% |
| 1Y | +45.9% | +18.4% | +27.5% | +41.5% |
| All | +45.9% | +20.0% | +25.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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