+390.6%
LLY vs MRSH
+18.2%
+372.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.9% | -4.8% | +1.8% | -1.3% |
| 30D | -8.4% | -6.3% | -2.1% | -6.3% |
| 3M | -3.8% | +5.8% | -9.6% | -5.7% |
| 6M | +11.9% | +2.8% | +9.1% | +10.2% |
| YTD | +4.3% | -3.1% | +7.4% | +4.7% |
| 1Y | +48.5% | -11.3% | +59.7% | +54.4% |
| 3Y | +91.2% | -5.0% | +96.2% | +91.2% |
| All | +390.6% | +18.2% | +372.4% | +330.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling