+4,850.5%
CL vs MRSH
+3,431.3%
+1,419.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | -2.2% | -3.6% | +1.4% | -1.1% |
| 30D | -4.8% | -3.0% | -1.8% | -3.9% |
| 3M | +4.9% | +15.8% | -10.9% | +0.1% |
| 6M | -5.7% | +1.6% | -7.3% | -6.6% |
| YTD | +14.4% | +1.7% | +12.7% | +12.9% |
| 1Y | +8.7% | -8.0% | +16.8% | +10.6% |
| 3Y | +30.0% | -0.3% | +30.2% | +28.6% |
| 5Y | +28.4% | +25.9% | +2.5% | +17.2% |
| 10Y | +50.1% | +222.0% | -171.9% | +1.7% |
| All | +4,850.5% | +3,431.3% | +1,419.2% | +1,086.1% |
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