+20.2%
MRSH vs DBX
+11.7%
+8.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -4.8% | +2.1% | -6.8% | -5.1% |
| 30D | -6.3% | +5.7% | -12.1% | -7.4% |
| 3M | +5.8% | +31.8% | -26.0% | +0.2% |
| 6M | +2.8% | +37.5% | -34.7% | -3.9% |
| YTD | -3.1% | +27.9% | -31.0% | -8.3% |
| 1Y | -11.3% | +15.0% | -26.3% | -14.5% |
| 3Y | -5.0% | +27.2% | -32.2% | -12.9% |
| All | +20.2% | +11.7% | +8.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling