+57.3%
LLY vs MRSH
+20.0%
+37.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | 0.0% |
| 7D | +10.1% | +9.4% | +0.7% | +8.4% |
| 30D | +24.0% | +23.4% | +0.6% | +20.4% |
| 3M | +27.3% | +9.9% | +17.4% | +24.9% |
| 6M | +47.0% | +26.0% | +20.9% | +43.6% |
| YTD | +32.6% | +15.2% | +17.4% | +30.3% |
| 1Y | +57.3% | +18.4% | +38.9% | +55.2% |
| All | +57.3% | +20.0% | +37.3% | +55.2% |
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