+169.4%
XLV vs MRSH
+218.8%
-49.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -1.3% |
| 30D | -1.8% | -6.3% | +4.5% | +1.3% |
| 3M | +7.8% | +5.8% | +2.0% | +4.5% |
| 6M | +9.1% | +2.8% | +6.3% | +6.7% |
| YTD | +7.7% | -3.1% | +10.9% | +7.9% |
| 1Y | +20.4% | -11.3% | +31.7% | +25.8% |
| 3Y | +30.8% | -5.0% | +35.7% | +30.3% |
| 5Y | +34.6% | +19.2% | +15.4% | +16.7% |
| All | +169.4% | +218.8% | -49.4% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling