+211.7%
MRSH vs XME
+421.4%
-209.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -4.8% | -4.2% | -0.5% | -3.9% |
| 30D | -6.3% | -2.7% | -3.6% | -5.9% |
| 3M | +5.8% | -3.9% | +9.7% | +6.2% |
| 6M | +2.8% | -1.0% | +3.8% | +1.6% |
| YTD | -3.1% | +9.8% | -12.9% | -7.3% |
| 1Y | -11.3% | +32.5% | -43.8% | -19.8% |
| 3Y | -5.0% | +124.3% | -129.3% | -27.4% |
| 5Y | +19.2% | +165.8% | -146.6% | -15.9% |
| All | +211.7% | +421.4% | -209.7% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling