+3.0%
DUK vs MRSH
-7.9%
+10.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.5% |
| 30D | -1.7% | -3.0% | +1.3% | -1.3% |
| 3M | -0.4% | +15.8% | -16.3% | -2.3% |
| 6M | -7.2% | +1.6% | -8.8% | -7.7% |
| YTD | +5.3% | +1.7% | +3.5% | +4.7% |
| 1Y | +3.0% | -8.0% | +11.0% | +4.2% |
| All | +3.0% | -7.9% | +10.8% | +4.2% |
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