+31.3%
XLP vs MRSH
+20.1%
+11.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.4% |
| 7D | -2.9% | -5.9% | +3.0% | -0.9% |
| 30D | -2.2% | -7.3% | +5.1% | +0.3% |
| 3M | -0.6% | +7.4% | -8.0% | -3.1% |
| 6M | -2.2% | -0.7% | -1.5% | -2.4% |
| YTD | +8.3% | -3.2% | +11.4% | +8.6% |
| 1Y | +5.7% | -10.6% | +16.3% | +9.3% |
| 3Y | +25.7% | -4.6% | +30.2% | +25.6% |
| 5Y | +31.3% | +19.3% | +12.0% | +17.1% |
| All | +31.3% | +20.1% | +11.2% | +17.1% |
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