+38.9%
QCOM vs MRSH
+20.1%
+18.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +1.9% |
| 7D | +4.4% | -5.9% | +10.2% | +6.1% |
| 30D | +9.4% | -7.3% | +16.7% | +11.7% |
| 3M | -13.7% | +7.4% | -21.1% | -16.7% |
| 6M | +28.9% | -0.7% | +29.6% | +27.7% |
| YTD | +4.7% | -3.2% | +7.9% | +4.7% |
| 1Y | +13.5% | -10.6% | +24.1% | +18.1% |
| 3Y | +77.1% | -4.6% | +81.6% | +69.5% |
| 5Y | +38.9% | +19.3% | +19.6% | +5.5% |
| All | +38.9% | +20.1% | +18.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling