+55.0%
XOP vs MRSH
+218.8%
-163.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +2.6% | -4.8% | +7.4% | +5.5% |
| 30D | +9.6% | -6.3% | +15.9% | +13.6% |
| 3M | +20.4% | +5.8% | +14.6% | +15.1% |
| 6M | +19.9% | +2.8% | +17.1% | +16.0% |
| YTD | +56.4% | -3.1% | +59.5% | +55.9% |
| 1Y | +52.4% | -11.3% | +63.7% | +60.0% |
| 3Y | +39.9% | -5.0% | +44.9% | +36.1% |
| 5Y | +163.7% | +19.2% | +144.5% | +111.1% |
| All | +55.0% | +218.8% | -163.8% | -36.5% |
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 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