+6.8%
XLP vs MRSH
-10.2%
+17.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.8% |
| 7D | -2.9% | -5.9% | +3.0% | -1.8% |
| 30D | -2.2% | -7.3% | +5.1% | -0.9% |
| 3M | -0.6% | +7.4% | -8.0% | -1.4% |
| 6M | -2.2% | -0.7% | -1.5% | -2.2% |
| YTD | +8.3% | -3.2% | +11.4% | +8.9% |
| All | +6.8% | -10.2% | +17.0% | +7.0% |
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