+242.6%
QCOM vs MRSH
+261.5%
-18.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.1% |
| 7D | +4.3% | +1.4% | +2.8% | +3.6% |
| 30D | -0.1% | +16.5% | -16.6% | -7.4% |
| 3M | +5.2% | +10.8% | -5.5% | -0.5% |
| 6M | -18.4% | +32.1% | -50.4% | -31.0% |
| YTD | +2.4% | +14.5% | -12.0% | -7.4% |
| 1Y | +0.9% | +15.5% | -14.6% | -9.4% |
| 3Y | +48.4% | +9.3% | +39.0% | +33.4% |
| 5Y | +16.6% | +35.1% | -18.5% | -10.4% |
| All | +242.6% | +261.5% | -18.8% | +48.0% |
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 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