+3,270.6%
MRSH vs SYY
+4,587.2%
-1,316.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | -5.9% | +1.5% | -7.4% | -6.4% |
| 30D | -7.3% | -2.3% | -5.0% | -6.6% |
| 3M | +6.7% | +5.5% | +1.2% | +4.9% |
| 6M | +3.0% | -1.0% | +4.0% | +2.4% |
| YTD | -2.9% | +14.1% | -17.0% | -8.3% |
| 1Y | -9.0% | +5.6% | -14.5% | -11.8% |
| 3Y | -4.3% | +27.9% | -32.2% | -13.7% |
| 5Y | +19.4% | +22.7% | -3.3% | +8.2% |
| 10Y | +218.1% | +113.9% | +104.2% | +119.3% |
| All | +3,270.6% | +4,587.2% | -1,316.6% | +838.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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