+211.7%
MRSH vs DGX
+255.3%
-43.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -6.3% | -1.2% | -5.2% | -6.0% |
| 3M | +5.8% | +15.8% | -10.0% | +0.3% |
| 6M | +2.8% | +18.2% | -15.4% | -3.4% |
| YTD | -3.1% | +37.2% | -40.3% | -13.9% |
| 1Y | -11.3% | +30.4% | -41.6% | -19.8% |
| 3Y | -5.0% | +96.7% | -101.7% | -27.1% |
| 5Y | +19.2% | +67.2% | -48.0% | -4.0% |
| All | +211.7% | +255.3% | -43.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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