+188.9%
AMAT vs MRSH
-7.9%
+196.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +3.0% |
| 7D | -1.5% | -3.6% | +2.1% | -4.6% |
| 30D | -14.8% | -3.0% | -11.8% | -16.7% |
| 3M | -9.3% | +15.8% | -25.1% | +3.1% |
| 6M | +27.4% | +1.6% | +25.8% | +39.6% |
| YTD | +77.6% | +1.7% | +75.9% | +94.1% |
| 1Y | +188.9% | -8.0% | +197.0% | +219.1% |
| All | +188.9% | -7.9% | +196.8% | +219.1% |
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