-0.8%
CCL vs MRSH
+18.2%
-19.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | -3.2% | -4.8% | +1.5% | -0.4% |
| 30D | -17.8% | -6.3% | -11.5% | -14.6% |
| 3M | -18.7% | +5.8% | -24.5% | -22.1% |
| 6M | -11.4% | +2.8% | -14.2% | -14.8% |
| YTD | -24.3% | -3.1% | -21.2% | -24.3% |
| 1Y | -28.8% | -11.3% | -17.5% | -24.2% |
| 3Y | +49.3% | -5.0% | +54.3% | +42.8% |
| All | -0.8% | +18.2% | -19.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling