+15.1%
BP vs MRSH
-1.9%
+17.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +4.0% | -5.9% | +9.8% | +4.6% |
| 30D | +7.8% | -7.3% | +15.2% | +8.7% |
| 3M | +8.4% | +7.4% | +0.9% | +6.2% |
| 6M | +15.1% | -0.7% | +15.7% | +16.5% |
| All | +15.1% | -1.9% | +17.0% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling