+3.4%
SLB vs MRSH
+9.4%
-6.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +3.5% | +1.4% | +2.1% | +3.4% |
| 30D | +6.5% | +16.5% | -10.0% | +5.5% |
| 3M | -0.2% | +10.8% | -11.0% | -0.8% |
| 6M | -5.7% | +32.1% | -37.8% | -8.0% |
| YTD | +36.8% | +14.5% | +22.4% | +36.1% |
| 1Y | +45.8% | +15.5% | +30.3% | +44.7% |
| 3Y | +3.4% | +9.3% | -6.0% | +9.5% |
| All | +3.4% | +9.4% | -6.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling