+153.3%
CMI vs MRSH
-4.9%
+158.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -4.8% | +4.0% | -1.1% |
| 30D | -12.4% | -6.3% | -6.1% | -12.9% |
| 3M | -14.8% | +5.8% | -20.6% | -14.7% |
| 6M | +0.8% | +2.8% | -2.0% | +1.2% |
| YTD | +10.2% | -3.1% | +13.3% | +11.7% |
| 1Y | +37.4% | -11.3% | +48.7% | +43.1% |
| 3Y | +153.3% | -5.0% | +158.3% | +161.7% |
| All | +153.3% | -4.9% | +158.2% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling