+390.9%
AMD vs MRSH
+20.1%
+370.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.1% | +3.7% |
| 7D | +14.0% | -5.9% | +19.9% | +16.1% |
| 30D | +11.0% | -7.3% | +18.3% | +13.5% |
| 3M | +9.6% | +7.4% | +2.1% | +3.5% |
| 6M | +157.1% | -0.7% | +157.8% | +150.7% |
| YTD | +143.3% | -3.2% | +146.5% | +138.1% |
| 1Y | +234.4% | -10.6% | +245.0% | +244.7% |
| 3Y | +391.2% | -4.6% | +395.7% | +349.8% |
| 5Y | +390.9% | +19.3% | +371.6% | +228.4% |
| All | +390.9% | +20.1% | +370.8% | +228.4% |
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