+18,644.4%
WELL vs MRSH
+3,262.1%
+15,382.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | +0.1% |
| 7D | -1.1% | -5.9% | +4.7% | +0.9% |
| 30D | +0.7% | -7.3% | +8.1% | +3.3% |
| 3M | +14.5% | +7.4% | +7.1% | +11.4% |
| 6M | +14.4% | -0.7% | +15.1% | +13.8% |
| YTD | +28.5% | -3.2% | +31.6% | +28.4% |
| 1Y | +41.8% | -10.6% | +52.4% | +45.3% |
| 3Y | +202.8% | -4.6% | +207.4% | +202.4% |
| 5Y | +208.8% | +19.3% | +189.5% | +183.9% |
| 10Y | +356.5% | +217.3% | +139.3% | +213.0% |
| All | +18,644.4% | +3,262.1% | +15,382.4% | +8,189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling