-5.9%
ABT vs MRSH
+20.0%
-25.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.5% |
| 7D | +12.5% | +9.4% | +3.1% | +9.5% |
| 30D | +16.1% | +23.4% | -7.3% | +9.1% |
| 3M | +10.2% | +9.9% | +0.3% | +7.1% |
| 6M | +33.7% | +26.0% | +7.7% | +25.5% |
| YTD | -5.5% | +15.2% | -20.7% | -10.4% |
| 1Y | -5.9% | +18.4% | -24.3% | -12.4% |
| All | -5.9% | +20.0% | -25.9% | -12.4% |
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 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