+1,425.2%
AMAT vs MRSH
+263.4%
+1,161.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +7.0% | -1.4% | +8.3% | +7.7% |
| 30D | -20.6% | +17.5% | -38.1% | -27.7% |
| 3M | -24.8% | +9.1% | -33.9% | -29.1% |
| 6M | -10.7% | +29.9% | -40.6% | -27.0% |
| YTD | +54.3% | +14.3% | +40.0% | +34.5% |
| 1Y | +73.7% | +16.6% | +57.2% | +48.9% |
| 3Y | +168.4% | +9.1% | +159.4% | +128.8% |
| 5Y | +167.6% | +36.4% | +131.2% | +85.7% |
| 10Y | +1,425.2% | +262.7% | +1,162.5% | +430.0% |
| All | +1,425.2% | +263.4% | +1,161.8% | +430.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling