+44.0%
XLP vs MRSH
+34.9%
+9.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +7.3% | +16.5% | -9.2% | +1.7% |
| 3M | +8.1% | +10.8% | -2.7% | +4.2% |
| 6M | +10.5% | +32.1% | -21.6% | +0.1% |
| YTD | +21.2% | +14.5% | +6.7% | +14.7% |
| 1Y | +22.7% | +15.5% | +7.2% | +15.7% |
| 3Y | +44.8% | +9.3% | +35.5% | +38.4% |
| All | +44.0% | +34.9% | +9.2% | +22.8% |
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