+395.6%
MRSH vs VEEV
+586.8%
-191.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.9% | -8.2% | +2.3% | -4.7% |
| 30D | -7.3% | +10.3% | -17.6% | -8.9% |
| 3M | +6.7% | +59.4% | -52.7% | -0.8% |
| 6M | +3.0% | +37.6% | -34.6% | -2.5% |
| YTD | -2.9% | +16.9% | -19.8% | -6.1% |
| 1Y | -9.0% | -5.0% | -4.0% | -9.5% |
| 3Y | -4.3% | +18.5% | -22.8% | -9.3% |
| 5Y | +19.4% | -13.8% | +33.3% | +15.7% |
| 10Y | +218.1% | +547.0% | -328.9% | +138.2% |
| All | +395.6% | +586.8% | -191.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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