+71.3%
FDX vs MRSH
-9.0%
+80.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -3.9% | -5.9% | +2.1% | -3.6% |
| 30D | -3.3% | -7.3% | +4.0% | -3.0% |
| 3M | -2.0% | +6.7% | -8.6% | -1.9% |
| 6M | +8.0% | +3.0% | +5.1% | +8.5% |
| YTD | +35.0% | -2.9% | +37.9% | +36.6% |
| All | +71.3% | -9.0% | +80.4% | +70.5% |
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