+45.4%
MRK vs MRSH
-4.9%
+50.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -4.8% | +0.5% | -3.2% |
| 30D | +8.3% | -6.3% | +14.6% | +9.9% |
| 3M | +20.0% | +5.8% | +14.2% | +18.4% |
| 6M | +25.7% | +2.8% | +22.9% | +24.2% |
| YTD | +38.7% | -3.1% | +41.9% | +39.1% |
| 1Y | +74.7% | -11.3% | +85.9% | +78.8% |
| 3Y | +45.4% | -5.0% | +50.3% | +49.3% |
| All | +45.4% | -4.9% | +50.2% | +49.3% |
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 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