-5.8%
SLB vs MRSH
+218.8%
-224.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | -4.8% | +2.2% | -0.1% |
| 30D | +7.1% | -6.3% | +13.4% | +10.7% |
| 3M | +0.6% | +5.8% | -5.2% | -3.3% |
| 6M | +17.6% | +2.8% | +14.8% | +13.6% |
| YTD | +48.5% | -3.1% | +51.6% | +47.6% |
| 1Y | +59.4% | -11.3% | +70.7% | +65.9% |
| 3Y | -0.4% | -5.0% | +4.6% | -2.7% |
| 5Y | +133.8% | +19.2% | +114.6% | +87.9% |
| All | -5.8% | +218.8% | -224.6% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling