+559.9%
XLP vs MRSH
+1,233.8%
-673.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.2% | -1.8% | +1.6% | +0.3% |
| 30D | +8.2% | +16.2% | -8.0% | +3.6% |
| 3M | +7.7% | +9.5% | -1.8% | +4.9% |
| 6M | +9.3% | +27.3% | -18.0% | +1.8% |
| YTD | +19.5% | +13.3% | +6.2% | +14.4% |
| 1Y | +21.0% | +15.0% | +6.0% | +15.3% |
| 3Y | +43.2% | +8.1% | +35.1% | +38.3% |
| 5Y | +42.7% | +33.7% | +9.0% | +29.0% |
| 10Y | +135.7% | +259.5% | -123.8% | +61.5% |
| All | +559.9% | +1,233.8% | -673.9% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling