+802.1%
XLB vs MRSH
+1,040.0%
-237.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.2% |
| 7D | -2.9% | -5.9% | +2.9% | -0.4% |
| 30D | -3.4% | -7.3% | +3.9% | -0.2% |
| 3M | +1.6% | +7.4% | -5.8% | -2.0% |
| 6M | +3.6% | -0.7% | +4.3% | +2.7% |
| YTD | +14.2% | -3.2% | +17.4% | +14.0% |
| 1Y | +15.6% | -10.6% | +26.2% | +19.1% |
| 3Y | +33.1% | -4.6% | +37.7% | +32.2% |
| 5Y | +35.0% | +19.3% | +15.8% | +21.1% |
| 10Y | +164.5% | +217.3% | -52.7% | +56.9% |
| All | +802.1% | +1,040.0% | -237.9% | +240.6% |
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 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