+13.8%
ORCL vs MRSH
+9.4%
+4.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.2% |
| 7D | +8.0% | +1.4% | +6.5% | +8.2% |
| 30D | -4.0% | +16.5% | -20.5% | -1.9% |
| 3M | -19.5% | +10.8% | -30.2% | -18.1% |
| 6M | -33.5% | +32.1% | -65.5% | -31.7% |
| YTD | -34.8% | +14.5% | -49.3% | -33.3% |
| 1Y | -41.6% | +15.5% | -57.1% | -40.2% |
| 3Y | +13.8% | +9.3% | +4.4% | +20.1% |
| All | +13.8% | +9.4% | +4.3% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling