+7,764.3%
MDT vs MRSH
+3,270.6%
+4,493.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -1.6% | -5.9% | +4.3% | +0.7% |
| 30D | +1.0% | -7.3% | +8.3% | +3.9% |
| 3M | +15.2% | +6.7% | +8.5% | +12.3% |
| 6M | +3.7% | +3.0% | +0.7% | +1.9% |
| YTD | -3.0% | -2.9% | -0.1% | -2.8% |
| 1Y | +2.5% | -9.0% | +11.4% | +4.9% |
| 3Y | +26.5% | -4.3% | +30.8% | +26.3% |
| 5Y | -18.3% | +19.4% | -37.7% | -25.4% |
| 10Y | +40.2% | +218.1% | -177.9% | -10.5% |
| All | +7,764.3% | +3,270.6% | +4,493.7% | +1,570.3% |
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