+136.2%
BP vs MRSH
+18.2%
+118.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +5.2% | -4.8% | +10.0% | +6.2% |
| 30D | +8.7% | -6.3% | +15.0% | +10.0% |
| 3M | +9.3% | +5.8% | +3.5% | +7.6% |
| 6M | +13.6% | +2.8% | +10.8% | +12.5% |
| YTD | +37.7% | -3.1% | +40.8% | +37.9% |
| 1Y | +40.6% | -11.3% | +51.9% | +43.7% |
| 3Y | +40.3% | -5.0% | +45.3% | +39.3% |
| All | +136.2% | +18.2% | +118.0% | +117.8% |
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 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