+938.2%
MRSH vs XME
+231.2%
+707.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.2% |
| 7D | -5.9% | -3.0% | -2.9% | -5.2% |
| 30D | -7.3% | -2.6% | -4.7% | -6.9% |
| 3M | +6.7% | +2.2% | +4.5% | +5.3% |
| 6M | +3.0% | +0.7% | +2.3% | +1.1% |
| YTD | -2.9% | +10.9% | -13.8% | -7.9% |
| 1Y | -9.0% | +35.7% | -44.7% | -18.9% |
| 3Y | -4.3% | +127.1% | -131.4% | -27.9% |
| 5Y | +19.4% | +168.5% | -149.0% | -16.4% |
| 10Y | +218.1% | +416.9% | -198.9% | +72.3% |
| All | +938.2% | +231.2% | +707.0% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling