+911.4%
MRSH vs MXL
+315.4%
+595.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.8% |
| 7D | -4.8% | +18.9% | -23.6% | -6.0% |
| 30D | -6.3% | +0.3% | -6.7% | -6.7% |
| 3M | +5.8% | -8.0% | +13.8% | +4.1% |
| 6M | +2.8% | +341.2% | -338.5% | -16.6% |
| YTD | -3.1% | +327.8% | -330.9% | -21.6% |
| 1Y | -11.3% | +364.9% | -376.2% | -29.4% |
| 3Y | -5.0% | +229.2% | -234.2% | -26.9% |
| 5Y | +19.2% | +42.8% | -23.6% | -1.1% |
| 10Y | +217.4% | +303.1% | -85.7% | +105.3% |
| All | +911.4% | +315.4% | +595.9% | +513.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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