+4,534.0%
CNC vs MRSH
+501.4%
+4,032.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.9% | -4.8% | +3.8% | +1.5% |
| 30D | -1.0% | -6.3% | +5.4% | +2.2% |
| 3M | +4.5% | +5.8% | -1.3% | +1.1% |
| 6M | +85.2% | +2.8% | +82.4% | +81.0% |
| YTD | +61.4% | -3.1% | +64.5% | +62.7% |
| 1Y | +94.9% | -11.3% | +106.2% | +104.6% |
| 3Y | 0.0% | -5.0% | +5.0% | +1.7% |
| 5Y | +11.2% | +19.2% | -8.0% | +0.3% |
| 10Y | +98.7% | +217.4% | -118.7% | +13.1% |
| All | +4,534.0% | +501.4% | +4,032.5% | +1,674.3% |
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 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