+212.3%
MRSH vs ILMN
+25.5%
+186.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -5.9% | -9.2% | +3.3% | -4.7% |
| 30D | -7.3% | +4.4% | -11.7% | -7.9% |
| 3M | +6.7% | +23.9% | -17.2% | +3.3% |
| 6M | +3.0% | +64.5% | -61.5% | -4.4% |
| YTD | -2.9% | +53.5% | -56.4% | -9.3% |
| 1Y | -9.0% | +110.8% | -119.8% | -19.4% |
| 3Y | -4.3% | +30.7% | -35.0% | -11.0% |
| 5Y | +19.4% | -54.8% | +74.3% | +30.8% |
| All | +212.3% | +25.5% | +186.8% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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