+39.9%
XOP vs MRSH
-4.9%
+44.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.6% | -4.8% | +7.4% | +3.4% |
| 30D | +9.6% | -6.3% | +15.9% | +10.6% |
| 3M | +20.4% | +5.8% | +14.6% | +18.7% |
| 6M | +19.9% | +2.8% | +17.1% | +19.0% |
| YTD | +56.4% | -3.1% | +59.5% | +56.7% |
| 1Y | +52.4% | -11.3% | +63.7% | +55.4% |
| 3Y | +39.9% | -5.0% | +44.9% | +44.9% |
| All | +39.9% | -4.9% | +44.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling