+224.4%
MRK vs MRSH
+218.8%
+5.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -4.8% | +0.5% | -2.5% |
| 30D | +8.3% | -6.3% | +14.6% | +11.0% |
| 3M | +20.0% | +5.8% | +14.2% | +17.1% |
| 6M | +25.7% | +2.8% | +22.9% | +23.2% |
| YTD | +38.7% | -3.1% | +41.9% | +38.9% |
| 1Y | +74.7% | -11.3% | +85.9% | +80.9% |
| 3Y | +45.4% | -5.0% | +50.3% | +44.6% |
| 5Y | +129.0% | +19.2% | +109.9% | +102.4% |
| All | +224.4% | +218.8% | +5.6% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling