-13.3%
KMB vs MRSH
-4.9%
-8.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.5% | -4.8% | -1.7% | -5.1% |
| 30D | -8.8% | -6.3% | -2.5% | -7.0% |
| 3M | -2.2% | +5.8% | -8.0% | -3.9% |
| 6M | +0.7% | +2.8% | -2.1% | -0.7% |
| YTD | +1.0% | -3.1% | +4.2% | +1.3% |
| 1Y | -20.3% | -11.3% | -9.0% | -17.7% |
| 3Y | -13.3% | -5.0% | -8.3% | -12.0% |
| All | -13.3% | -4.9% | -8.4% | -12.0% |
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