+79.6%
CME vs MRSH
+18.2%
+61.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.6% | -4.8% | +3.2% | +0.1% |
| 30D | +5.6% | -6.3% | +11.9% | +8.0% |
| 3M | +5.6% | +5.8% | -0.2% | +3.1% |
| 6M | -8.3% | +2.8% | -11.1% | -9.7% |
| YTD | +4.3% | -3.1% | +7.5% | +4.6% |
| 1Y | +9.1% | -11.3% | +20.4% | +13.1% |
| 3Y | +52.1% | -5.0% | +57.0% | +51.4% |
| All | +79.6% | +18.2% | +61.4% | +57.3% |
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