+50.7%
XLE vs MRSH
-9.2%
+60.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.7% | -4.8% | +6.4% | +2.0% |
| 30D | +6.7% | -6.3% | +13.1% | +7.2% |
| 3M | +14.9% | +5.8% | +9.1% | +14.0% |
| 6M | +15.9% | +2.8% | +13.1% | +15.5% |
| YTD | +47.7% | -3.1% | +50.8% | +48.1% |
| 1Y | +50.7% | -11.3% | +62.0% | +52.0% |
| All | +50.7% | -9.2% | +60.0% | +52.0% |
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