-42.3%
ACN vs MRSH
-4.7%
-37.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -7.9% | -5.9% | -1.9% | -4.4% |
| 30D | -1.1% | -7.3% | +6.2% | +3.6% |
| 3M | +5.6% | +6.7% | -1.1% | +2.8% |
| 6M | -9.9% | +3.0% | -12.9% | -11.2% |
| YTD | -32.3% | -2.9% | -29.4% | -31.7% |
| 1Y | -25.3% | -9.0% | -16.3% | -22.7% |
| All | -42.3% | -4.7% | -37.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling