+4,623.3%
ADSK vs MRSH
+3,263.4%
+1,359.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -4.8% | +2.2% | 0.0% |
| 30D | -14.9% | -6.3% | -8.5% | -11.9% |
| 3M | +3.3% | +5.8% | -2.5% | +0.6% |
| 6M | -15.7% | +2.8% | -18.4% | -16.8% |
| YTD | -28.2% | -3.1% | -25.1% | -27.5% |
| 1Y | -34.5% | -11.3% | -23.3% | -31.1% |
| 3Y | -2.9% | -5.0% | +2.1% | -2.4% |
| 5Y | -25.3% | +19.2% | -44.5% | -32.3% |
| 10Y | +217.8% | +217.4% | +0.4% | +81.4% |
| All | +4,623.3% | +3,263.4% | +1,359.9% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling