+889.2%
XLV vs MRSH
+1,040.5%
-151.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -1.8% |
| 30D | -1.8% | -6.3% | +4.5% | +0.5% |
| 3M | +7.8% | +5.8% | +2.0% | +5.4% |
| 6M | +9.1% | +2.8% | +6.3% | +7.4% |
| YTD | +7.7% | -3.1% | +10.9% | +7.9% |
| 1Y | +20.4% | -11.3% | +31.7% | +24.3% |
| 3Y | +30.8% | -5.0% | +35.7% | +31.0% |
| 5Y | +34.6% | +19.2% | +15.4% | +23.4% |
| 10Y | +173.4% | +217.4% | -44.0% | +76.9% |
| All | +889.2% | +1,040.5% | -151.3% | +282.7% |
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