+57.4%
XLE vs MRSH
-4.7%
+62.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.5% | -5.9% | +6.4% | +1.4% |
| 30D | +6.6% | -7.3% | +13.9% | +7.8% |
| 3M | +12.3% | +6.7% | +5.6% | +10.7% |
| 6M | +18.4% | +3.0% | +15.4% | +17.4% |
| YTD | +47.2% | -2.9% | +50.1% | +47.5% |
| 1Y | +50.3% | -9.0% | +59.2% | +52.5% |
| All | +57.4% | -4.7% | +62.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling