+401.2%
AMD vs MRSH
+8.3%
+392.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +5.5% |
| 7D | +44.7% | -1.8% | +46.5% | +43.7% |
| 30D | -3.3% | +16.2% | -19.5% | +3.5% |
| 3M | +21.2% | +9.5% | +11.7% | +27.6% |
| 6M | +30.6% | +27.3% | +3.2% | +43.1% |
| YTD | +173.3% | +13.3% | +160.0% | +201.3% |
| 1Y | +126.1% | +15.0% | +111.1% | +148.3% |
| All | +401.2% | +8.3% | +392.8% | +476.7% |
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