+1,884.6%
XEL vs MRSH
+3,263.4%
-1,378.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.0% |
| 30D | -3.9% | -6.3% | +2.4% | -2.3% |
| 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% | +3.7% |
| 1Y | +6.8% | -11.3% | +18.1% | +9.2% |
| 3Y | +45.6% | -5.0% | +50.6% | +45.7% |
| 5Y | +30.7% | +19.2% | +11.5% | +22.2% |
| 10Y | +151.7% | +217.4% | -65.7% | +81.5% |
| All | +1,884.6% | +3,263.4% | -1,378.8% | +615.2% |
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