+2,467.6%
IBM vs MRSH
+3,262.1%
-794.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +4.2% |
| 7D | +3.6% | -5.9% | +9.4% | +5.9% |
| 30D | +1.5% | -7.3% | +8.8% | +4.4% |
| 3M | -12.9% | +7.4% | -20.4% | -15.1% |
| 6M | -3.9% | -0.7% | -3.2% | -3.8% |
| YTD | -17.3% | -3.2% | -14.2% | -16.5% |
| 1Y | -5.0% | -10.6% | +5.6% | -1.4% |
| 3Y | +78.2% | -4.6% | +82.8% | +79.4% |
| 5Y | +120.6% | +19.3% | +101.4% | +101.8% |
| 10Y | +144.5% | +217.3% | -72.8% | +55.4% |
| All | +2,467.6% | +3,262.1% | -794.4% | +565.8% |
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