+216.0%
C vs MRSH
+9.4%
+206.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | +4.2% | +1.4% | +2.7% | +4.0% |
| 30D | +2.0% | +16.5% | -14.5% | -0.3% |
| 3M | -10.1% | +10.8% | -20.9% | -11.4% |
| 6M | +1.0% | +32.1% | -31.1% | -4.5% |
| YTD | +8.5% | +14.5% | -6.0% | +5.9% |
| 1Y | +25.7% | +15.5% | +10.2% | +22.4% |
| 3Y | +216.0% | +9.3% | +206.6% | +224.3% |
| All | +216.0% | +9.4% | +206.6% | +224.3% |
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