+1,664.2%
BMY vs MRSH
+3,270.6%
-1,606.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -6.4% | -5.9% | -0.4% | -4.3% |
| 30D | +0.2% | -7.3% | +7.5% | +2.9% |
| 3M | +16.0% | +6.7% | +9.3% | +13.2% |
| 6M | +8.3% | +3.0% | +5.3% | +6.7% |
| YTD | +22.2% | -2.9% | +25.1% | +22.3% |
| 1Y | +41.7% | -9.0% | +50.7% | +44.8% |
| 3Y | +20.7% | -4.3% | +25.0% | +20.5% |
| 5Y | +23.9% | +19.4% | +4.5% | +12.9% |
| 10Y | +62.9% | +218.1% | -155.2% | +3.9% |
| All | +1,664.2% | +3,270.6% | -1,606.4% | +282.7% |
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 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