-4.8%
MRSH vs EXEL
+160.7%
-165.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -5.9% | -2.9% | -3.1% | -5.8% |
| 30D | -7.3% | +11.9% | -19.2% | -7.9% |
| 3M | +6.7% | +9.2% | -2.6% | +6.1% |
| 6M | +3.0% | +39.1% | -36.1% | +1.0% |
| YTD | -2.9% | +31.0% | -33.9% | -4.6% |
| 1Y | -9.0% | +52.3% | -61.3% | -11.7% |
| All | -4.8% | +160.7% | -165.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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