+65.4%
FDX vs MRSH
+19.1%
+46.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -3.9% | -5.9% | +2.1% | -1.6% |
| 30D | -3.3% | -7.3% | +4.0% | -0.5% |
| 3M | -2.0% | +6.7% | -8.6% | -5.0% |
| 6M | +8.0% | +3.0% | +5.1% | +5.7% |
| YTD | +35.0% | -2.9% | +37.9% | +35.2% |
| 1Y | +73.7% | -9.0% | +82.7% | +78.6% |
| 3Y | +61.6% | -4.3% | +65.9% | +58.7% |
| 5Y | +65.4% | +19.4% | +45.9% | +36.0% |
| All | +65.4% | +19.1% | +46.3% | +36.0% |
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 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