+2,523.6%
DUK vs MRSH
+3,263.4%
-739.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.7% |
| 30D | -2.4% | -6.3% | +3.9% | -0.7% |
| 3M | -3.0% | +5.8% | -8.8% | -4.7% |
| 6M | -6.6% | +2.8% | -9.3% | -7.8% |
| YTD | +4.6% | -3.1% | +7.7% | +4.6% |
| 1Y | +1.2% | -11.3% | +12.5% | +3.7% |
| 3Y | +45.7% | -5.0% | +50.6% | +45.9% |
| 5Y | +40.3% | +19.2% | +21.1% | +31.0% |
| 10Y | +129.9% | +217.4% | -87.5% | +64.9% |
| All | +2,523.6% | +3,263.4% | -739.8% | +871.0% |
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