+2,770.9%
AVGO vs MRSH
+218.8%
+2,552.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | -4.8% | +5.9% | +3.4% |
| 30D | -13.0% | -6.3% | -6.7% | -10.5% |
| 3M | -6.0% | +5.8% | -11.8% | -10.0% |
| 6M | +6.4% | +2.8% | +3.6% | +2.0% |
| YTD | +5.0% | -3.1% | +8.1% | +2.9% |
| 1Y | +1.4% | -11.3% | +12.7% | +3.8% |
| 3Y | +336.8% | -5.0% | +341.8% | +308.9% |
| 5Y | +698.2% | +19.2% | +679.0% | +524.5% |
| All | +2,770.9% | +218.8% | +2,552.1% | +1,208.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling