+24.3%
BMY vs MRSH
+18.2%
+6.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.8% | -4.8% | 0.0% | -3.5% |
| 30D | -0.1% | -6.3% | +6.2% | +1.7% |
| 3M | +13.1% | +5.8% | +7.3% | +11.2% |
| 6M | +8.4% | +2.8% | +5.6% | +7.1% |
| YTD | +22.0% | -3.1% | +25.1% | +22.1% |
| 1Y | +40.3% | -11.3% | +51.6% | +44.0% |
| 3Y | +20.5% | -5.0% | +25.5% | +21.1% |
| All | +24.3% | +18.2% | +6.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling