+336.5%
ORCL vs MRSH
+219.5%
+117.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.6% | -5.5% |
| 7D | -0.7% | -5.9% | +5.2% | +1.8% |
| 30D | +5.1% | -7.3% | +12.4% | +8.5% |
| 3M | -23.7% | +6.7% | -30.4% | -26.9% |
| 6M | +3.1% | +3.0% | +0.1% | 0.0% |
| YTD | -20.8% | -2.9% | -17.9% | -21.5% |
| 1Y | -52.9% | -9.0% | -43.9% | -52.3% |
| 3Y | +25.4% | -4.3% | +29.7% | +20.7% |
| 5Y | +82.4% | +19.4% | +63.0% | +51.4% |
| All | +336.5% | +219.5% | +117.0% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling