+45.6%
XEL vs MRSH
-4.9%
+50.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.8% |
| 30D | -3.9% | -6.3% | +2.4% | -2.5% |
| 3M | -2.8% | +5.8% | -8.6% | -4.6% |
| 6M | -5.4% | +2.8% | -8.2% | -6.7% |
| YTD | +3.8% | -3.1% | +6.9% | +4.0% |
| 1Y | +6.8% | -11.3% | +18.1% | +10.8% |
| 3Y | +45.6% | -5.0% | +50.6% | +46.6% |
| All | +45.6% | -4.9% | +50.5% | +46.6% |
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