+272.2%
QCOM vs MRSH
+219.5%
+52.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +4.9% | -5.9% | +10.9% | +8.0% |
| 30D | +9.3% | -7.3% | +16.6% | +13.2% |
| 3M | -7.0% | +6.7% | -13.7% | -11.5% |
| 6M | +32.0% | +3.0% | +29.0% | +26.1% |
| YTD | +5.0% | -2.9% | +7.9% | +3.3% |
| 1Y | +13.6% | -9.0% | +22.6% | +15.4% |
| 3Y | +77.6% | -4.3% | +81.9% | +69.9% |
| 5Y | +38.2% | +19.4% | +18.8% | +12.5% |
| All | +272.2% | +219.5% | +52.7% | +86.5% |
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