+752.2%
MRSH vs VYM
+488.1%
+264.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.1% |
| 30D | -6.3% | -2.2% | -4.1% | -4.4% |
| 3M | +5.8% | +3.1% | +2.7% | +2.9% |
| 6M | +2.8% | +9.7% | -6.9% | -5.7% |
| YTD | -3.1% | +14.9% | -18.0% | -14.8% |
| 1Y | -11.3% | +17.6% | -28.8% | -23.7% |
| 3Y | -5.0% | +65.3% | -70.3% | -40.7% |
| 5Y | +19.2% | +78.7% | -59.5% | -30.6% |
| 10Y | +217.4% | +208.2% | +9.2% | +9.5% |
| All | +752.2% | +488.1% | +264.1% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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