+31,674.6%
AVGO vs MRSH
+1,002.1%
+30,672.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | +1.0% | -5.9% | +7.0% | +4.6% |
| 30D | -13.3% | -7.3% | -6.0% | -9.6% |
| 3M | -2.9% | +6.7% | -9.5% | -8.5% |
| 6M | +5.7% | +3.0% | +2.7% | +0.1% |
| YTD | +4.6% | -2.9% | +7.6% | +1.7% |
| 1Y | -1.6% | -9.0% | +7.3% | -1.6% |
| 3Y | +336.2% | -4.3% | +340.5% | +303.7% |
| 5Y | +695.6% | +19.4% | +676.2% | +514.9% |
| 10Y | +2,827.6% | +218.1% | +2,609.5% | +938.6% |
| All | +31,674.6% | +1,002.1% | +30,672.5% | +4,465.0% |
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