+23.7%
WMB vs MRSH
+20.0%
+3.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -5.7% |
| 7D | -8.6% | +9.4% | -18.0% | -7.0% |
| 30D | -4.2% | +23.4% | -27.6% | -0.9% |
| 3M | -4.4% | +9.9% | -14.3% | -2.4% |
| 6M | -8.7% | +26.0% | -34.7% | -5.7% |
| YTD | +15.4% | +15.2% | +0.2% | +19.1% |
| 1Y | +23.7% | +18.4% | +5.3% | +26.9% |
| All | +23.7% | +20.0% | +3.7% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling