+48.4%
QCOM vs MRSH
+9.4%
+39.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.5% |
| 7D | +4.3% | +1.4% | +2.8% | +4.5% |
| 30D | -0.1% | +16.5% | -16.6% | +2.7% |
| 3M | +5.2% | +10.8% | -5.5% | +7.4% |
| 6M | -18.4% | +32.1% | -50.4% | -14.9% |
| YTD | +2.4% | +14.5% | -12.0% | +8.2% |
| 1Y | +0.9% | +15.5% | -14.6% | +6.5% |
| 3Y | +48.4% | +9.3% | +39.0% | +65.4% |
| All | +48.4% | +9.4% | +39.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling