+3,163.7%
MRSH vs IDXX
+53,734.7%
-50,571.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -4.8% | -5.7% | +1.0% | -3.9% |
| 30D | -6.3% | -11.5% | +5.2% | -4.6% |
| 3M | +5.8% | -9.5% | +15.3% | +7.4% |
| 6M | +2.8% | -16.0% | +18.7% | +5.3% |
| YTD | -3.1% | -25.4% | +22.3% | +0.9% |
| 1Y | -11.3% | -21.8% | +10.5% | -8.5% |
| 3Y | -5.0% | +7.0% | -12.0% | -8.3% |
| 5Y | +19.2% | -26.0% | +45.1% | +19.9% |
| 10Y | +217.4% | +358.9% | -141.6% | +145.8% |
| All | +3,163.7% | +53,734.7% | -50,571.0% | +1,529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling