+73.0%
IBM vs MRSH
-4.7%
+77.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | -0.3% | -5.9% | +5.6% | +2.4% |
| 30D | -1.8% | -7.3% | +5.5% | +1.4% |
| 3M | -13.5% | +6.7% | -20.1% | -15.6% |
| 6M | -5.1% | +3.0% | -8.1% | -6.6% |
| YTD | -19.4% | -2.9% | -16.5% | -19.1% |
| 1Y | -6.5% | -9.0% | +2.4% | -4.3% |
| All | +73.0% | -4.7% | +77.7% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling