+15.0%
QCOM vs MRSH
-9.2%
+24.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.8% |
| 7D | +7.8% | -4.8% | +12.6% | +5.5% |
| 30D | +12.2% | -6.3% | +18.5% | +9.0% |
| 3M | -9.9% | +5.8% | -15.7% | -6.3% |
| 6M | +36.9% | +2.8% | +34.1% | +43.7% |
| YTD | +8.0% | -3.1% | +11.2% | +13.6% |
| 1Y | +15.0% | -11.3% | +26.3% | +19.3% |
| All | +15.0% | -9.2% | +24.3% | +19.3% |
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