+18.4%
MRSH vs BDX
+54.0%
-35.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.6% | -2.2% | +1.4% |
| 7D | +9.4% | +7.2% | +2.2% | +6.8% |
| 30D | +23.4% | +15.8% | +7.7% | +17.7% |
| 3M | +9.9% | +23.7% | -13.8% | +2.7% |
| 6M | +26.0% | +44.8% | -18.8% | +13.4% |
| YTD | +15.2% | +39.8% | -24.6% | +3.0% |
| 1Y | +18.4% | +52.3% | -33.9% | +2.8% |
| All | +18.4% | +54.0% | -35.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling