+827.7%
MRSH vs XHB
+157.1%
+670.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | -5.9% | -5.2% | -0.7% | -3.9% |
| 30D | -7.3% | -12.1% | +4.8% | -2.5% |
| 3M | +6.7% | -6.2% | +12.9% | +8.8% |
| 6M | +3.0% | -6.7% | +9.7% | +4.3% |
| YTD | -2.9% | -5.5% | +2.5% | -2.5% |
| 1Y | -9.0% | -15.6% | +6.7% | -4.5% |
| 3Y | -4.3% | +22.0% | -26.3% | -17.1% |
| 5Y | +19.4% | +31.8% | -12.4% | -2.0% |
| 10Y | +218.1% | +208.1% | +10.0% | +74.1% |
| All | +827.7% | +157.1% | +670.6% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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