+211.7%
MRSH vs XYL
+150.5%
+61.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.2% |
| 30D | -6.3% | -11.9% | +5.6% | -1.8% |
| 3M | +5.8% | -1.5% | +7.3% | +6.1% |
| 6M | +2.8% | -11.9% | +14.7% | +7.1% |
| YTD | -3.1% | -20.6% | +17.5% | +4.7% |
| 1Y | -11.3% | -23.5% | +12.2% | -2.8% |
| 3Y | -5.0% | +14.9% | -19.8% | -14.4% |
| 5Y | +19.2% | -15.3% | +34.5% | +19.4% |
| All | +211.7% | +150.5% | +61.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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