+278.9%
ADP vs MRSH
+218.8%
+60.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.8% | -4.8% | +2.0% | +0.6% |
| 30D | +0.2% | -6.3% | +6.6% | +4.9% |
| 3M | +20.5% | +5.8% | +14.7% | +15.9% |
| 6M | +28.8% | +2.8% | +26.0% | +25.9% |
| YTD | +6.6% | -3.1% | +9.7% | +8.0% |
| 1Y | -6.9% | -11.3% | +4.4% | -0.1% |
| 3Y | +16.1% | -5.0% | +21.1% | +17.3% |
| 5Y | +49.3% | +19.2% | +30.2% | +26.5% |
| All | +278.9% | +218.8% | +60.1% | +75.2% |
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