-0.1%
LIN vs MRSH
-10.9%
+10.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | 0.0% |
| 7D | -4.0% | -5.9% | +1.9% | -2.8% |
| 30D | -4.9% | -7.3% | +2.4% | -3.5% |
| 3M | -9.2% | +7.4% | -16.6% | -10.3% |
| 6M | -2.6% | -0.7% | -1.9% | -2.1% |
| YTD | +10.5% | -3.2% | +13.7% | +11.6% |
| 1Y | -0.1% | -10.6% | +10.5% | +1.9% |
| All | -0.1% | -10.9% | +10.8% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling