+28.7%
CL vs MRSH
+18.8%
+9.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -2.3% | -5.9% | +3.6% | -0.2% |
| 30D | -5.5% | -7.3% | +1.8% | -2.9% |
| 3M | +0.8% | +7.4% | -6.6% | -1.9% |
| 6M | -4.2% | -0.7% | -3.5% | -4.6% |
| YTD | +13.4% | -3.2% | +16.6% | +13.7% |
| 1Y | +7.1% | -10.6% | +17.7% | +10.5% |
| 3Y | +29.0% | -4.6% | +33.6% | +29.7% |
| All | +28.7% | +18.8% | +9.9% | +19.3% |
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