+262.0%
AMAT vs MRSH
+20.1%
+241.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +6.9% | -5.9% | +12.8% | +8.2% |
| 30D | -10.1% | -7.3% | -2.8% | -8.8% |
| 3M | -6.0% | +7.4% | -13.4% | -9.8% |
| 6M | +38.6% | -0.7% | +39.3% | +36.4% |
| YTD | +83.1% | -3.2% | +86.2% | +81.0% |
| 1Y | +188.3% | -10.6% | +198.9% | +196.9% |
| 3Y | +225.3% | -4.6% | +229.9% | +199.8% |
| 5Y | +262.0% | +19.3% | +242.7% | +157.1% |
| All | +262.0% | +20.1% | +241.8% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling