+177.8%
XLE vs MRSH
+218.8%
-41.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.7% | -4.8% | +6.4% | +4.3% |
| 30D | +6.7% | -6.3% | +13.1% | +10.3% |
| 3M | +14.9% | +5.8% | +9.1% | +10.4% |
| 6M | +15.9% | +2.8% | +13.1% | +12.4% |
| YTD | +47.7% | -3.1% | +50.8% | +47.3% |
| 1Y | +50.7% | -11.3% | +62.0% | +57.6% |
| 3Y | +57.9% | -5.0% | +62.9% | +54.4% |
| 5Y | +227.0% | +19.2% | +207.8% | +164.9% |
| All | +177.8% | +218.8% | -41.0% | +23.8% |
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