+10.6%
XLK vs MRSH
+17.6%
-7.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -8.2% |
| 7D | -14.0% | +6.3% | -20.3% | -11.5% |
| 30D | -19.6% | +21.9% | -41.6% | -12.2% |
| 3M | -12.6% | +9.4% | -21.9% | -8.5% |
| 6M | -1.7% | +25.9% | -27.6% | +9.3% |
| YTD | +13.2% | +14.7% | -1.5% | +23.1% |
| 1Y | +10.6% | +19.3% | -8.6% | +22.4% |
| All | +10.6% | +17.6% | -7.0% | +22.4% |
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