-12.7%
KMB vs MRSH
+19.1%
-31.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.7% | -5.9% | -1.8% | -5.9% |
| 30D | -8.2% | -7.3% | -0.9% | -6.0% |
| 3M | -1.9% | +6.7% | -8.6% | -3.9% |
| 6M | -0.7% | +3.0% | -3.7% | -2.0% |
| YTD | +1.4% | -2.9% | +4.3% | +1.6% |
| 1Y | -19.1% | -9.0% | -10.2% | -17.4% |
| 3Y | -12.6% | -4.3% | -8.3% | -12.1% |
| 5Y | -12.7% | +19.4% | -32.1% | -19.5% |
| All | -12.7% | +19.1% | -31.8% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling