+1,037.2%
XLE vs MRSH
+1,063.8%
-26.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.5% |
| 30D | +12.6% | -5.8% | +18.5% | +15.2% |
| 3M | +11.8% | +11.7% | +0.1% | +6.4% |
| 6M | +16.1% | -0.3% | +16.4% | +15.1% |
| YTD | +46.9% | -1.1% | +48.0% | +45.6% |
| 1Y | +53.3% | -9.5% | +62.7% | +56.8% |
| 3Y | +54.9% | -2.6% | +57.5% | +52.3% |
| 5Y | +225.7% | +22.7% | +202.9% | +187.3% |
| 10Y | +170.7% | +214.6% | -43.9% | +67.1% |
| All | +1,037.2% | +1,063.8% | -26.6% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling