-31.9%
ADSK vs MRSH
-7.9%
-24.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.8% | -7.6% |
| 7D | -16.4% | -3.6% | -12.8% | -15.0% |
| 30D | -9.2% | -3.0% | -6.2% | -8.0% |
| 3M | -6.7% | +15.8% | -22.6% | -11.3% |
| 6M | -15.5% | +1.6% | -17.1% | -18.2% |
| YTD | -26.4% | +1.7% | -28.1% | -28.5% |
| 1Y | -31.9% | -8.0% | -23.9% | -33.6% |
| All | -31.9% | -7.9% | -24.0% | -33.6% |
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