+919.8%
MRSH vs LYB
+624.6%
+295.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -6.3% | +2.5% | -8.8% | -7.0% |
| 3M | +5.8% | +1.4% | +4.4% | +5.0% |
| 6M | +2.8% | -3.5% | +6.3% | +2.3% |
| YTD | -3.1% | +52.0% | -55.1% | -14.6% |
| 1Y | -11.3% | +22.1% | -33.3% | -17.7% |
| 3Y | -5.0% | -22.8% | +17.8% | -2.9% |
| 5Y | +19.2% | -3.4% | +22.5% | +12.4% |
| 10Y | +217.4% | +47.4% | +170.0% | +141.4% |
| All | +919.8% | +624.6% | +295.2% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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