+34,261.9%
ORCL vs MRSH
+3,332.0%
+30,929.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.7% |
| 7D | +15.0% | -3.8% | +18.8% | +17.1% |
| 30D | +10.5% | -5.8% | +16.4% | +13.7% |
| 3M | -23.0% | +11.7% | -34.7% | -28.2% |
| 6M | +7.0% | -0.3% | +7.3% | +5.3% |
| YTD | -15.8% | -1.1% | -14.7% | -17.5% |
| 1Y | -31.1% | -9.5% | -21.6% | -30.4% |
| 3Y | +33.3% | -2.6% | +35.8% | +28.0% |
| 5Y | +94.3% | +22.7% | +71.6% | +64.5% |
| 10Y | +363.4% | +214.6% | +148.8% | +136.8% |
| All | +34,261.9% | +3,332.0% | +30,929.9% | +3,997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling