+394.8%
AMD vs MRSH
-4.9%
+399.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.1% | +2.4% |
| 7D | +14.0% | -5.9% | +19.9% | +12.0% |
| 30D | +11.0% | -7.3% | +18.3% | +8.6% |
| 3M | +9.6% | +7.4% | +2.1% | +11.0% |
| 6M | +157.1% | -0.7% | +157.8% | +162.7% |
| YTD | +143.3% | -3.2% | +146.5% | +149.0% |
| 1Y | +234.4% | -10.6% | +245.0% | +250.6% |
| All | +394.8% | -4.9% | +399.7% | +414.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling