+4,013.6%
CMG vs MRSH
+801.5%
+3,212.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -4.8% | +2.7% | +0.5% |
| 30D | +10.9% | -6.3% | +17.2% | +14.8% |
| 3M | +15.8% | +5.8% | +10.0% | +12.0% |
| 6M | +6.9% | +2.8% | +4.2% | +4.6% |
| YTD | -2.2% | -3.1% | +1.0% | -1.8% |
| 1Y | -7.1% | -11.3% | +4.2% | -2.5% |
| 3Y | -7.1% | -5.0% | -2.2% | -6.9% |
| 5Y | -4.8% | +19.2% | -24.0% | -15.6% |
| 10Y | +324.3% | +217.4% | +107.0% | +125.6% |
| All | +4,013.6% | +801.5% | +3,212.1% | +1,120.9% |
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