+5,500.1%
WMB vs MRSH
+3,332.0%
+2,168.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +3.5% |
| 7D | +0.8% | -3.8% | +4.6% | +2.5% |
| 30D | +7.7% | -5.8% | +13.5% | +10.5% |
| 3M | +6.7% | +11.7% | -5.0% | +0.7% |
| 6M | +3.6% | -0.3% | +4.0% | +2.2% |
| YTD | +28.0% | -1.1% | +29.1% | +26.0% |
| 1Y | +37.6% | -9.5% | +47.1% | +40.5% |
| 3Y | +149.0% | -2.6% | +151.6% | +143.3% |
| 5Y | +285.3% | +22.7% | +262.6% | +232.4% |
| 10Y | +302.1% | +214.6% | +87.5% | +126.7% |
| All | +5,500.1% | +3,332.0% | +2,168.1% | +1,160.1% |
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 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