-6.9%
ADP vs MRSH
-9.2%
+2.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.8% | -4.8% | +2.0% | -0.1% |
| 30D | +0.2% | -6.3% | +6.6% | +3.9% |
| 3M | +20.5% | +5.8% | +14.7% | +17.6% |
| 6M | +28.8% | +2.8% | +26.0% | +26.4% |
| YTD | +6.6% | -3.1% | +9.7% | +6.8% |
| 1Y | -6.9% | -11.3% | +4.4% | -5.8% |
| All | -6.9% | -9.2% | +2.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling