+218.8%
CB vs MRSH
+218.8%
0.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.0% | -4.8% | +3.8% | +2.2% |
| 30D | -1.5% | -6.3% | +4.8% | +2.8% |
| 3M | +3.5% | +5.8% | -2.3% | -0.6% |
| 6M | +5.4% | +2.8% | +2.6% | +2.5% |
| YTD | +9.0% | -3.1% | +12.1% | +9.6% |
| 1Y | +20.3% | -11.3% | +31.6% | +28.1% |
| 3Y | +69.5% | -5.0% | +74.5% | +71.0% |
| 5Y | +100.7% | +19.2% | +81.6% | +68.6% |
| All | +218.8% | +218.8% | 0.0% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling