+515.3%
MRSH vs XPO
+9,736.1%
-9,220.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -5.9% | -1.3% | -4.6% | -5.8% |
| 30D | -7.3% | -10.4% | +3.1% | -6.5% |
| 3M | +6.7% | -15.7% | +22.4% | +8.0% |
| 6M | +3.0% | -6.3% | +9.3% | +3.2% |
| YTD | -2.9% | +34.2% | -37.1% | -5.8% |
| 1Y | -9.0% | +39.9% | -48.9% | -12.2% |
| 3Y | -4.3% | +155.2% | -159.5% | -13.7% |
| 5Y | +19.4% | +264.7% | -245.2% | +2.7% |
| 10Y | +218.1% | +1,500.1% | -1,282.0% | +146.8% |
| All | +515.3% | +9,736.1% | -9,220.9% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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