-7.9%
SHW vs MRSH
-7.9%
0.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | -3.2% | -3.6% | +0.3% | -2.6% |
| 30D | -9.5% | -3.0% | -6.5% | -9.1% |
| 3M | +11.5% | +15.8% | -4.4% | +9.7% |
| 6M | -3.5% | +1.6% | -5.1% | -4.0% |
| YTD | +3.7% | +1.7% | +2.0% | +3.1% |
| 1Y | -7.9% | -8.0% | +0.1% | -7.3% |
| All | -7.9% | -7.9% | 0.0% | -7.3% |
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