-10.7%
AMAT vs MRSH
+28.8%
-39.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.5% |
| 7D | +7.0% | -1.4% | +8.3% | +4.6% |
| 30D | -20.6% | +17.5% | -38.1% | +5.4% |
| 3M | -24.8% | +9.1% | -33.9% | -12.4% |
| 6M | -10.7% | +29.9% | -40.6% | +55.0% |
| All | -10.7% | +28.8% | -39.5% | +55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling