+11,477.5%
AMD vs MRSH
+3,431.3%
+8,046.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.5% |
| 7D | +2.6% | -3.6% | +6.2% | +4.7% |
| 30D | -0.9% | -3.0% | +2.1% | +0.5% |
| 3M | -8.7% | +15.8% | -24.6% | -18.5% |
| 6M | +136.3% | +1.6% | +134.8% | +124.3% |
| YTD | +123.0% | +1.7% | +121.3% | +109.0% |
| 1Y | +195.2% | -8.0% | +203.2% | +191.2% |
| 3Y | +336.3% | -0.3% | +336.6% | +303.8% |
| 5Y | +334.5% | +25.9% | +308.6% | +256.1% |
| 10Y | +6,259.1% | +222.0% | +6,037.2% | +2,929.3% |
| All | +11,477.5% | +3,431.3% | +8,046.2% | +1,317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling