+134.1%
BP vs MRSH
+218.8%
-84.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +5.2% | -4.8% | +10.0% | +7.5% |
| 30D | +8.7% | -6.3% | +15.0% | +11.8% |
| 3M | +9.3% | +5.8% | +3.5% | +5.6% |
| 6M | +13.6% | +2.8% | +10.8% | +10.8% |
| YTD | +37.7% | -3.1% | +40.8% | +37.4% |
| 1Y | +40.6% | -11.3% | +51.9% | +46.3% |
| 3Y | +40.3% | -5.0% | +45.3% | +37.1% |
| 5Y | +141.4% | +19.2% | +122.2% | +99.6% |
| All | +134.1% | +218.8% | -84.7% | +16.2% |
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