+26,079.9%
CAT vs MRSH
+3,332.0%
+22,747.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +2.3% |
| 7D | +5.6% | -3.8% | +9.3% | +7.3% |
| 30D | -2.3% | -5.8% | +3.5% | 0.0% |
| 3M | -10.0% | +11.7% | -21.7% | -15.6% |
| 6M | +21.2% | -0.3% | +21.6% | +18.3% |
| YTD | +44.4% | -1.1% | +45.6% | +40.8% |
| 1Y | +96.3% | -9.5% | +105.7% | +97.7% |
| 3Y | +203.9% | -2.6% | +206.5% | +192.0% |
| 5Y | +333.5% | +22.7% | +310.7% | +270.7% |
| 10Y | +1,126.0% | +214.6% | +911.5% | +578.6% |
| All | +26,079.9% | +3,332.0% | +22,747.9% | +5,076.9% |
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