+1,799.2%
MRSH vs KMX
+450.2%
+1,349.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.9% | -3.4% | -2.5% | -5.5% |
| 30D | -7.3% | +4.0% | -11.3% | -7.8% |
| 3M | +6.7% | +24.8% | -18.1% | +2.9% |
| 6M | +3.0% | +43.6% | -40.6% | -3.2% |
| YTD | -2.9% | +56.6% | -59.5% | -10.2% |
| 1Y | -9.0% | +2.2% | -11.2% | -11.4% |
| 3Y | -4.3% | -25.4% | +21.1% | -4.4% |
| 5Y | +19.4% | -55.0% | +74.5% | +25.4% |
| 10Y | +218.1% | +9.6% | +208.5% | +186.6% |
| All | +1,799.2% | +450.2% | +1,349.0% | +1,118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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