+2.3%
QCOM vs MRSH
+20.0%
-17.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +7.0% |
| 7D | -5.3% | +9.4% | -14.7% | -0.7% |
| 30D | -4.2% | +23.4% | -27.6% | +7.1% |
| 3M | +7.0% | +9.9% | -2.8% | +12.6% |
| 6M | +3.8% | +26.0% | -22.2% | +21.1% |
| YTD | +2.8% | +15.2% | -12.4% | +20.3% |
| 1Y | +2.3% | +18.4% | -16.1% | +20.1% |
| All | +2.3% | +20.0% | -17.7% | +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 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