+17,170.0%
LLY vs MRSH
+3,332.0%
+13,838.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | -3.1% | -3.8% | +0.7% | -1.8% |
| 30D | -5.1% | -5.8% | +0.7% | -3.1% |
| 3M | -2.1% | +11.7% | -13.8% | -5.8% |
| 6M | +13.8% | -0.3% | +14.2% | +13.2% |
| YTD | +5.1% | -1.1% | +6.2% | +4.4% |
| 1Y | +53.1% | -9.5% | +62.6% | +56.4% |
| 3Y | +95.6% | -2.6% | +98.2% | +94.2% |
| 5Y | +361.5% | +22.7% | +338.8% | +319.5% |
| 10Y | +1,545.2% | +214.6% | +1,330.6% | +968.5% |
| All | +17,170.0% | +3,332.0% | +13,838.0% | +3,689.7% |
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