+137.9%
SLB vs MRSH
+18.8%
+119.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.3% |
| 7D | -1.9% | -5.9% | +4.0% | -0.7% |
| 30D | +7.8% | -7.3% | +15.1% | +9.4% |
| 3M | +2.7% | +7.4% | -4.8% | +0.8% |
| 6M | +22.2% | -0.7% | +22.8% | +21.7% |
| YTD | +51.1% | -3.2% | +54.2% | +51.4% |
| 1Y | +63.3% | -10.6% | +74.0% | +67.1% |
| 3Y | +2.4% | -4.6% | +7.0% | +3.0% |
| All | +137.9% | +18.8% | +119.1% | +121.4% |
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