+141.3%
XLC vs MRSH
+147.3%
-5.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -1.7% | -5.9% | +4.3% | +1.4% |
| 30D | +0.2% | -7.3% | +7.5% | +4.1% |
| 3M | +0.7% | +6.7% | -6.0% | -3.1% |
| 6M | -4.5% | +3.0% | -7.5% | -6.9% |
| YTD | -4.7% | -2.9% | -1.8% | -4.7% |
| 1Y | -1.5% | -9.0% | +7.5% | +1.6% |
| 3Y | +72.2% | -4.3% | +76.6% | +68.9% |
| 5Y | +39.3% | +19.4% | +19.9% | +17.7% |
| All | +141.3% | +147.3% | -5.9% | +28.2% |
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