-2.6%
MRSH vs SWK
+14.2%
-16.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.6% |
| 7D | -3.8% | -0.7% | -3.0% | -3.7% |
| 30D | -5.8% | -9.7% | +3.9% | -5.3% |
| 3M | +11.7% | +19.5% | -7.8% | +10.4% |
| 6M | -0.3% | +26.0% | -26.3% | -1.9% |
| YTD | -1.1% | +29.1% | -30.2% | -3.0% |
| 1Y | -9.5% | +23.7% | -33.1% | -11.0% |
| 3Y | -2.6% | +15.3% | -17.9% | -4.3% |
| All | -2.6% | +14.2% | -16.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling