+143.7%
XLC vs MRSH
+146.7%
-3.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.5% | -4.8% | +5.3% | +3.0% |
| 30D | +2.1% | -6.3% | +8.4% | +5.5% |
| 3M | +0.7% | +5.8% | -5.1% | -2.7% |
| 6M | -3.2% | +2.8% | -6.0% | -5.6% |
| YTD | -3.8% | -3.1% | -0.7% | -3.7% |
| 1Y | -2.0% | -11.3% | +9.2% | +2.5% |
| 3Y | +71.4% | -5.0% | +76.3% | +68.8% |
| 5Y | +40.7% | +19.2% | +21.5% | +19.0% |
| All | +143.7% | +146.7% | -3.0% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling