-28.0%
ORCL vs MRSH
-7.9%
-20.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.4% |
| 7D | +5.3% | -3.6% | +8.8% | +3.5% |
| 30D | +10.0% | -3.0% | +13.0% | +8.5% |
| 3M | -32.6% | +15.8% | -48.4% | -27.7% |
| 6M | +4.9% | +1.6% | +3.4% | +3.7% |
| YTD | -17.8% | +1.7% | -19.5% | -19.4% |
| 1Y | -28.0% | -8.0% | -20.0% | -35.9% |
| All | -28.0% | -7.9% | -20.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling