+4,224.1%
KO vs MRSH
+3,270.6%
+953.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -1.1% | -5.9% | +4.8% | +0.8% |
| 30D | +1.6% | -7.3% | +8.9% | +4.0% |
| 3M | +5.8% | +6.7% | -0.9% | +3.6% |
| 6M | +14.3% | +3.0% | +11.3% | +12.7% |
| YTD | +27.3% | -2.9% | +30.2% | +27.5% |
| 1Y | +33.2% | -9.0% | +42.1% | +35.8% |
| 3Y | +64.5% | -4.3% | +68.8% | +64.3% |
| 5Y | +83.1% | +19.4% | +63.7% | +69.5% |
| 10Y | +183.9% | +218.1% | -34.1% | +94.6% |
| All | +4,224.1% | +3,270.6% | +953.5% | +841.8% |
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