+192.9%
XOM vs MRSH
+218.8%
-25.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.1% | -4.8% | +8.8% | +6.3% |
| 30D | +4.6% | -6.3% | +10.9% | +7.6% |
| 3M | +14.0% | +5.8% | +8.2% | +10.3% |
| 6M | +11.0% | +2.8% | +8.2% | +8.4% |
| YTD | +40.7% | -3.1% | +43.8% | +40.7% |
| 1Y | +52.3% | -11.3% | +63.6% | +58.5% |
| 3Y | +60.5% | -5.0% | +65.4% | +58.0% |
| 5Y | +266.4% | +19.2% | +247.2% | +208.9% |
| All | +192.9% | +218.8% | -25.9% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling