-42.6%
CCL vs MRSH
+218.8%
-261.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | -3.2% | -4.8% | +1.5% | +0.7% |
| 30D | -17.8% | -6.3% | -11.5% | -13.3% |
| 3M | -18.7% | +5.8% | -24.5% | -23.4% |
| 6M | -11.4% | +2.8% | -14.2% | -16.3% |
| YTD | -24.3% | -3.1% | -21.2% | -25.0% |
| 1Y | -28.8% | -11.3% | -17.5% | -24.2% |
| 3Y | +49.3% | -5.0% | +54.3% | +42.6% |
| 5Y | +1.6% | +19.2% | -17.6% | -23.7% |
| All | -42.6% | +218.8% | -261.5% | -77.5% |
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