+76.2%
FDX vs MRSH
+34.9%
+41.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +5.2% | +1.4% | +3.7% | +4.6% |
| 30D | +11.3% | +16.5% | -5.2% | +4.9% |
| 3M | -4.1% | +10.8% | -14.9% | -7.9% |
| 6M | +9.6% | +32.1% | -22.4% | -2.6% |
| YTD | +40.9% | +14.5% | +26.4% | +32.5% |
| 1Y | +53.0% | +15.5% | +37.5% | +43.2% |
| 3Y | +74.1% | +9.3% | +64.7% | +63.7% |
| All | +76.2% | +34.9% | +41.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling