-5.8%
XLC vs MRSH
+20.0%
-25.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.9% |
| 7D | +1.8% | +9.4% | -7.6% | +0.3% |
| 30D | -6.0% | +23.4% | -29.4% | -9.2% |
| 3M | -6.0% | +9.9% | -15.9% | -7.5% |
| 6M | -9.1% | +26.0% | -35.1% | -12.2% |
| YTD | -10.0% | +15.2% | -25.2% | -12.7% |
| 1Y | -5.8% | +18.4% | -24.2% | -8.7% |
| All | -5.8% | +20.0% | -25.8% | -8.7% |
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