+10.9%
CMG vs MRSH
+20.0%
-9.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.5% |
| 7D | +22.5% | +9.4% | +13.1% | +18.4% |
| 30D | +14.1% | +23.4% | -9.3% | +5.5% |
| 3M | +4.1% | +9.9% | -5.8% | +0.2% |
| 6M | +10.1% | +26.0% | -16.0% | +0.1% |
| YTD | -4.9% | +15.2% | -20.1% | -11.0% |
| 1Y | +10.9% | +18.4% | -7.5% | +1.2% |
| All | +10.9% | +20.0% | -9.1% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling