+18.7%
HPQ vs MRSH
-7.9%
+26.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.7% |
| 7D | +6.9% | -3.6% | +10.5% | +8.2% |
| 30D | +14.4% | -3.0% | +17.4% | +15.5% |
| 3M | +25.6% | +15.8% | +9.8% | +20.2% |
| 6M | +75.0% | +1.6% | +73.5% | +73.8% |
| YTD | +50.7% | +1.7% | +49.0% | +49.3% |
| 1Y | +18.7% | -8.0% | +26.7% | +21.7% |
| All | +18.7% | -7.9% | +26.5% | +21.7% |
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