+8,175.3%
QLD vs MRSH
+1,087.2%
+7,088.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | +0.2% |
| 7D | +12.5% | -1.8% | +14.3% | +14.4% |
| 30D | -15.7% | +16.2% | -31.9% | -28.7% |
| 3M | -11.9% | +9.5% | -21.5% | -21.6% |
| 6M | -10.3% | +27.3% | -37.6% | -34.7% |
| YTD | +15.6% | +13.3% | +2.3% | -8.4% |
| 1Y | +12.1% | +15.0% | -2.9% | -12.9% |
| 3Y | +150.7% | +8.1% | +142.6% | +98.4% |
| 5Y | +86.6% | +33.7% | +52.9% | +22.7% |
| 10Y | +1,509.7% | +259.5% | +1,250.2% | +286.8% |
| All | +8,175.3% | +1,087.2% | +7,088.1% | +602.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling