+13.0%
DLR vs MRSH
+20.0%
-7.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +3.0% |
| 7D | +2.8% | +9.4% | -6.6% | +4.2% |
| 30D | +2.8% | +23.4% | -20.7% | +5.7% |
| 3M | -4.0% | +9.9% | -13.9% | -2.4% |
| 6M | -5.6% | +26.0% | -31.6% | -3.1% |
| YTD | +21.9% | +15.2% | +6.7% | +23.0% |
| 1Y | +13.0% | +18.4% | -5.4% | +14.9% |
| All | +13.0% | +20.0% | -7.0% | +14.9% |
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