+92.5%
LLY vs MRSH
-4.7%
+97.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.2% | -5.9% | +2.8% | -1.5% |
| 30D | -7.4% | -7.3% | -0.1% | -5.5% |
| 3M | -1.0% | +6.7% | -7.7% | -2.6% |
| 6M | +12.5% | +3.0% | +9.5% | +11.3% |
| YTD | +5.0% | -2.9% | +7.9% | +5.7% |
| 1Y | +49.8% | -9.0% | +58.7% | +54.3% |
| All | +92.5% | -4.7% | +97.2% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling