+243.8%
HPQ vs MRSH
+218.8%
+25.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.5% |
| 7D | +9.8% | -4.8% | +14.5% | +13.1% |
| 30D | +22.4% | -6.3% | +28.7% | +27.2% |
| 3M | +45.2% | +5.8% | +39.4% | +39.5% |
| 6M | +96.4% | +2.8% | +93.6% | +91.0% |
| YTD | +65.4% | -3.1% | +68.5% | +66.1% |
| 1Y | +31.6% | -11.3% | +42.8% | +39.5% |
| 3Y | +37.0% | -5.0% | +42.0% | +35.3% |
| 5Y | +53.0% | +19.2% | +33.8% | +26.9% |
| All | +243.8% | +218.8% | +25.0% | +49.3% |
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