+6,646.7%
CB vs MRSH
+2,533.6%
+4,113.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | +0.5% | -3.6% | +4.1% | +2.6% |
| 30D | -3.1% | -3.0% | -0.1% | -1.4% |
| 3M | +9.0% | +15.8% | -6.9% | -0.1% |
| 6M | +2.9% | +1.6% | +1.3% | +1.1% |
| YTD | +10.1% | +1.7% | +8.4% | +7.7% |
| 1Y | +22.8% | -8.0% | +30.8% | +27.0% |
| 3Y | +73.8% | -0.3% | +74.1% | +70.9% |
| 5Y | +99.2% | +25.9% | +73.3% | +68.9% |
| 10Y | +218.2% | +222.0% | -3.7% | +57.6% |
| All | +6,646.7% | +2,533.6% | +4,113.1% | +1,268.4% |
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