+9.0%
HCA vs MRSH
+20.0%
-11.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +9.5% |
| 7D | +10.2% | +9.4% | +0.8% | +8.0% |
| 30D | +17.4% | +23.4% | -6.0% | +12.3% |
| 3M | +27.7% | +9.9% | +17.8% | +25.1% |
| 6M | +20.0% | +26.0% | -6.0% | +14.6% |
| YTD | +10.0% | +15.2% | -5.2% | +5.7% |
| 1Y | +9.0% | +18.4% | -9.4% | +3.2% |
| All | +9.0% | +20.0% | -11.0% | +3.2% |
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