+3,645.5%
MRK vs MRSH
+3,263.4%
+382.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -4.8% | +0.5% | -2.6% |
| 30D | +8.3% | -6.3% | +14.6% | +10.8% |
| 3M | +20.0% | +5.8% | +14.2% | +17.4% |
| 6M | +25.7% | +2.8% | +22.9% | +23.5% |
| YTD | +38.7% | -3.1% | +41.9% | +38.8% |
| 1Y | +74.7% | -11.3% | +85.9% | +80.0% |
| 3Y | +45.4% | -5.0% | +50.3% | +45.1% |
| 5Y | +129.0% | +19.2% | +109.9% | +108.1% |
| 10Y | +228.0% | +217.4% | +10.7% | +107.5% |
| All | +3,645.5% | +3,263.4% | +382.1% | +681.5% |
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 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