+53,311.3%
AMGN vs MRSH
+3,270.6%
+50,040.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -13.9% | -5.9% | -8.0% | -11.7% |
| 30D | -7.1% | -7.3% | +0.2% | -4.3% |
| 3M | +13.9% | +6.7% | +7.2% | +10.9% |
| 6M | +3.2% | +3.0% | +0.2% | +1.4% |
| YTD | +19.2% | -2.9% | +22.2% | +19.3% |
| 1Y | +41.1% | -9.0% | +50.1% | +44.4% |
| 3Y | +61.3% | -4.3% | +65.6% | +60.7% |
| 5Y | +109.1% | +19.4% | +89.6% | +87.7% |
| 10Y | +209.4% | +218.1% | -8.6% | +85.7% |
| All | +53,311.3% | +3,270.6% | +50,040.7% | +10,813.2% |
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