+274.0%
C vs MRSH
-4.7%
+278.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +0.3% | -5.9% | +6.2% | +1.3% |
| 30D | +2.0% | -7.3% | +9.3% | +3.3% |
| 3M | +4.4% | +6.7% | -2.3% | +2.3% |
| 6M | +28.3% | +3.0% | +25.4% | +26.5% |
| YTD | +20.5% | -2.9% | +23.4% | +20.5% |
| 1Y | +45.5% | -9.0% | +54.5% | +48.7% |
| All | +274.0% | -4.7% | +278.7% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling