+3,609.2%
DLR vs MRSH
+923.3%
+2,685.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | +2.9% | -5.9% | +8.8% | +6.3% |
| 30D | -1.2% | -7.3% | +6.2% | +2.8% |
| 3M | +2.9% | +7.4% | -4.5% | -2.1% |
| 6M | +6.7% | -0.7% | +7.3% | +5.0% |
| YTD | +23.9% | -3.2% | +27.0% | +22.9% |
| 1Y | +18.6% | -10.6% | +29.2% | +22.3% |
| 3Y | +59.7% | -4.6% | +64.2% | +55.6% |
| 5Y | +42.1% | +19.3% | +22.8% | +20.2% |
| 10Y | +176.7% | +217.3% | -40.6% | +22.5% |
| All | +3,609.2% | +923.3% | +2,685.9% | +655.0% |
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