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  • DLR vs MRSH✓SelectedUSD · MRSHDLR vs MRSH performance historyLatest closeAs of-0.22%09/09
Stock and ETF performance explorer

DLR vs MRSH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,609.2%
MRSH return
+923.3%
Excess return
+2,685.9%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMRSHExcessAlpha
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