+2,940.8%
HPQ vs MRSH
+3,270.6%
-329.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +3.5% | -5.9% | +9.4% | +6.3% |
| 30D | +13.7% | -7.3% | +21.0% | +17.5% |
| 3M | +33.9% | +6.7% | +27.2% | +29.7% |
| 6M | +80.9% | +3.0% | +77.9% | +77.4% |
| YTD | +52.6% | -2.9% | +55.5% | +53.1% |
| 1Y | +21.2% | -9.0% | +30.2% | +24.9% |
| 3Y | +26.9% | -4.3% | +31.2% | +26.6% |
| 5Y | +41.1% | +19.4% | +21.7% | +27.5% |
| 10Y | +229.6% | +218.1% | +11.5% | +97.0% |
| All | +2,940.8% | +3,270.6% | -329.8% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling