+1,397.0%
BP vs MRSH
+3,262.1%
-1,865.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | +4.0% | -5.9% | +9.8% | +5.9% |
| 30D | +7.8% | -7.3% | +15.2% | +10.3% |
| 3M | +8.4% | +7.4% | +0.9% | +5.4% |
| 6M | +15.1% | -0.7% | +15.7% | +14.5% |
| YTD | +36.4% | -3.2% | +39.6% | +36.4% |
| 1Y | +40.9% | -10.6% | +51.5% | +44.1% |
| 3Y | +38.8% | -4.6% | +43.4% | +37.7% |
| 5Y | +141.1% | +19.3% | +121.8% | +119.9% |
| 10Y | +133.9% | +217.3% | -83.3% | +58.5% |
| All | +1,397.0% | +3,262.1% | -1,865.1% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling