+12.0%
SHW vs MRSH
+18.2%
-6.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +2.0% |
| 7D | -3.1% | -4.8% | +1.6% | -0.7% |
| 30D | -10.0% | -6.3% | -3.7% | -7.0% |
| 3M | +2.3% | +5.8% | -3.5% | -1.0% |
| 6M | +0.7% | +2.8% | -2.1% | -1.8% |
| YTD | +0.5% | -3.1% | +3.6% | +0.8% |
| 1Y | -11.5% | -11.3% | -0.2% | -6.7% |
| 3Y | +21.3% | -5.0% | +26.3% | +20.4% |
| All | +12.0% | +18.2% | -6.2% | -8.0% |
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