+65.7%
AMGN vs MRSH
+20.0%
+45.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.1% |
| 7D | +5.9% | +9.4% | -3.5% | +4.2% |
| 30D | +18.7% | +23.4% | -4.7% | +14.6% |
| 3M | +23.4% | +9.9% | +13.5% | +21.2% |
| 6M | +49.7% | +26.0% | +23.7% | +45.3% |
| YTD | +49.2% | +15.2% | +34.0% | +45.9% |
| 1Y | +65.7% | +18.4% | +47.3% | +61.1% |
| All | +65.7% | +20.0% | +45.7% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling