+498.2%
HCA vs MRSH
+218.8%
+279.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.4% | -4.8% | +10.2% | +8.6% |
| 30D | +3.0% | -6.3% | +9.3% | +7.2% |
| 3M | +13.0% | +5.8% | +7.2% | +8.5% |
| 6M | -20.3% | +2.8% | -23.1% | -22.6% |
| YTD | -8.2% | -3.1% | -5.1% | -8.3% |
| 1Y | +6.7% | -11.3% | +18.0% | +12.8% |
| 3Y | +60.4% | -5.0% | +65.4% | +57.8% |
| 5Y | +73.4% | +19.2% | +54.3% | +42.8% |
| All | +498.2% | +218.8% | +279.4% | +218.6% |
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 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