+1,373.1%
OXY vs MRSH
+3,263.4%
-1,890.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.8% | -4.8% | +7.6% | +4.7% |
| 30D | +5.5% | -6.3% | +11.8% | +8.0% |
| 3M | +11.3% | +5.8% | +5.5% | +8.3% |
| 6M | +11.6% | +2.8% | +8.8% | +9.5% |
| YTD | +51.6% | -3.1% | +54.7% | +51.6% |
| 1Y | +36.2% | -11.3% | +47.5% | +40.7% |
| 3Y | +1.7% | -5.0% | +6.7% | +1.1% |
| 5Y | +164.5% | +19.2% | +145.3% | +138.2% |
| 10Y | +6.1% | +217.4% | -211.3% | -31.6% |
| All | +1,373.1% | +3,263.4% | -1,890.3% | +395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling