+12.3%
XLI vs MRSH
+20.0%
-7.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -0.8% |
| 7D | +0.6% | +9.4% | -8.8% | +1.5% |
| 30D | -0.4% | +23.4% | -23.8% | +1.7% |
| 3M | -8.8% | +9.9% | -18.7% | -8.0% |
| 6M | -0.4% | +26.0% | -26.4% | +2.1% |
| YTD | +10.1% | +15.2% | -5.1% | +12.8% |
| 1Y | +12.3% | +18.4% | -6.1% | +14.9% |
| All | +12.3% | +20.0% | -7.7% | +14.9% |
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