+143.3%
DELL vs MRSH
+20.0%
+123.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -7.0% |
| 7D | -24.6% | +9.4% | -34.0% | -20.6% |
| 30D | -32.5% | +23.4% | -55.9% | -25.3% |
| 3M | -20.2% | +9.9% | -30.1% | -14.8% |
| 6M | +76.5% | +26.0% | +50.4% | +90.7% |
| YTD | +198.9% | +15.2% | +183.7% | +228.1% |
| 1Y | +143.3% | +18.4% | +124.9% | +165.8% |
| All | +143.3% | +20.0% | +123.3% | +165.8% |
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