+631.5%
XLU vs MRSH
+1,040.5%
-409.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -0.2% |
| 30D | -3.3% | -6.3% | +3.0% | -1.5% |
| 3M | -3.2% | +5.8% | -9.0% | -5.1% |
| 6M | -7.0% | +2.8% | -9.7% | -8.4% |
| YTD | +0.6% | -3.1% | +3.7% | +0.5% |
| 1Y | +2.4% | -11.3% | +13.7% | +4.9% |
| 3Y | +46.3% | -5.0% | +51.2% | +46.0% |
| 5Y | +44.0% | +19.2% | +24.8% | +33.3% |
| 10Y | +140.1% | +217.4% | -77.3% | +67.1% |
| All | +631.5% | +1,040.5% | -409.0% | +244.5% |
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