+2.8%
MRSH vs IDXX
-15.7%
+18.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -4.8% | -5.7% | +1.0% | -3.4% |
| 30D | -6.3% | -11.5% | +5.2% | -3.6% |
| 3M | +5.8% | -9.5% | +15.3% | +8.1% |
| 6M | +2.8% | -16.0% | +18.7% | +6.9% |
| All | +2.8% | -15.7% | +18.5% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling