+98.6%
DAL vs MRSH
+20.1%
+78.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.7% |
| 7D | +0.8% | -5.9% | +6.6% | +3.7% |
| 30D | -11.7% | -7.3% | -4.4% | -8.5% |
| 3M | -2.7% | +7.4% | -10.2% | -6.8% |
| 6M | +30.7% | -0.7% | +31.3% | +29.4% |
| YTD | +14.4% | -3.2% | +17.5% | +14.4% |
| 1Y | +31.2% | -10.6% | +41.8% | +37.4% |
| 3Y | +99.4% | -4.6% | +104.0% | +96.4% |
| 5Y | +98.6% | +19.3% | +79.3% | +55.6% |
| All | +98.6% | +20.1% | +78.4% | +55.6% |
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