+226.0%
XLE vs MRSH
+19.1%
+206.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.5% | -5.9% | +6.4% | +2.0% |
| 30D | +6.6% | -7.3% | +13.9% | +8.6% |
| 3M | +12.3% | +6.7% | +5.6% | +9.9% |
| 6M | +18.4% | +3.0% | +15.4% | +16.7% |
| YTD | +47.2% | -2.9% | +50.1% | +47.4% |
| 1Y | +50.3% | -9.0% | +59.2% | +53.2% |
| 3Y | +55.3% | -4.3% | +59.6% | +54.7% |
| 5Y | +226.0% | +19.4% | +206.5% | +199.7% |
| All | +226.0% | +19.1% | +206.9% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling