+1,746.1%
KMB vs MRSH
+3,332.0%
-1,585.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.2% |
| 7D | -2.7% | -3.8% | +1.0% | -1.7% |
| 30D | -5.0% | -5.8% | +0.8% | -3.4% |
| 3M | +6.6% | +11.7% | -5.1% | +3.3% |
| 6M | +1.0% | -0.3% | +1.3% | +0.7% |
| YTD | +6.0% | -1.1% | +7.1% | +5.6% |
| 1Y | -16.6% | -9.5% | -7.2% | -15.0% |
| 3Y | -8.6% | -2.6% | -6.1% | -9.0% |
| 5Y | -10.9% | +22.7% | -33.6% | -17.3% |
| 10Y | +16.8% | +214.6% | -197.7% | -16.9% |
| All | +1,746.1% | +3,332.0% | -1,585.9% | +473.5% |
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 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