+211.7%
MRSH vs IDXX
+360.5%
-148.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -4.8% | -5.7% | +1.0% | -3.3% |
| 30D | -6.3% | -11.5% | +5.2% | -3.3% |
| 3M | +5.8% | -9.5% | +15.3% | +8.5% |
| 6M | +2.8% | -16.0% | +18.7% | +7.1% |
| YTD | -3.1% | -25.4% | +22.3% | +3.9% |
| 1Y | -11.3% | -21.8% | +10.5% | -6.7% |
| 3Y | -5.0% | +7.0% | -12.0% | -12.4% |
| 5Y | +19.2% | -26.0% | +45.1% | +20.0% |
| All | +211.7% | +360.5% | -148.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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