+177.2%
FDX vs MRSH
+218.8%
-41.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | -4.8% | +1.5% | -0.7% |
| 30D | -4.5% | -6.3% | +1.8% | -1.1% |
| 3M | -7.3% | +5.8% | -13.2% | -11.0% |
| 6M | +7.5% | +2.8% | +4.7% | +4.2% |
| YTD | +35.1% | -3.1% | +38.2% | +34.7% |
| 1Y | +71.4% | -11.3% | +82.7% | +79.2% |
| 3Y | +60.8% | -5.0% | +65.8% | +58.0% |
| 5Y | +65.5% | +19.2% | +46.3% | +37.6% |
| All | +177.2% | +218.8% | -41.7% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling