+47.9%
ADP vs MRSH
+19.1%
+28.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -5.7% | -5.9% | +0.2% | -1.8% |
| 30D | -1.4% | -7.3% | +5.9% | +3.6% |
| 3M | +16.6% | +6.7% | +9.9% | +11.9% |
| 6M | +24.9% | +3.0% | +21.9% | +22.2% |
| YTD | +5.6% | -2.9% | +8.5% | +6.8% |
| 1Y | -6.0% | -9.0% | +2.9% | -1.3% |
| 3Y | +14.5% | -4.3% | +18.8% | +14.9% |
| 5Y | +47.9% | +19.4% | +28.4% | +24.2% |
| All | +47.9% | +19.1% | +28.8% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling