-5.0%
MRSH vs XME
+122.1%
-127.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | -4.8% | -4.2% | -0.5% | -4.9% |
| 30D | -6.3% | -2.7% | -3.6% | -6.4% |
| 3M | +5.8% | -3.9% | +9.7% | +6.1% |
| 6M | +2.8% | -1.0% | +3.8% | +3.1% |
| YTD | -3.1% | +9.8% | -12.9% | -3.8% |
| 1Y | -11.3% | +32.5% | -43.8% | -13.3% |
| 3Y | -5.0% | +124.3% | -129.3% | -12.1% |
| All | -5.0% | +122.1% | -127.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling