+37.5%
CVX vs MRSH
-7.9%
+45.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | +3.3% | -3.6% | +6.9% | +3.8% |
| 30D | +12.9% | -3.0% | +15.9% | +13.3% |
| 3M | +11.7% | +15.8% | -4.1% | +9.4% |
| 6M | +14.1% | +1.6% | +12.6% | +13.4% |
| YTD | +40.7% | +1.7% | +39.0% | +39.7% |
| 1Y | +37.5% | -8.0% | +45.5% | +35.8% |
| All | +37.5% | -7.9% | +45.4% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling