+20.2%
MRSH vs NVT
+419.5%
-399.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | -0.5% |
| 7D | -4.8% | +4.1% | -8.8% | -5.0% |
| 30D | -6.3% | -5.1% | -1.2% | -6.1% |
| 3M | +5.8% | -1.2% | +7.0% | +5.5% |
| 6M | +2.8% | +46.6% | -43.8% | -3.3% |
| YTD | -3.1% | +60.0% | -63.1% | -10.3% |
| 1Y | -11.3% | +70.8% | -82.1% | -19.2% |
| 3Y | -5.0% | +187.5% | -192.5% | -27.4% |
| All | +20.2% | +419.5% | -399.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling