+166.9%
XLE vs MRSH
+34.9%
+132.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | -3.9% | +16.5% | -20.4% | -7.7% |
| 3M | +7.0% | +10.8% | -3.7% | +4.1% |
| 6M | +14.2% | +32.1% | -17.9% | +5.6% |
| YTD | +48.2% | +14.5% | +33.7% | +42.1% |
| 1Y | +47.7% | +15.5% | +32.2% | +41.2% |
| 3Y | +70.0% | +9.3% | +60.7% | +64.2% |
| All | +166.9% | +34.9% | +132.0% | +136.6% |
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