+338.5%
COP vs MRSH
+218.8%
+119.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +2.3% | -4.8% | +7.1% | +5.2% |
| 30D | +8.6% | -6.3% | +14.9% | +12.7% |
| 3M | +19.9% | +5.8% | +14.1% | +14.8% |
| 6M | +19.0% | +2.8% | +16.2% | +15.3% |
| YTD | +50.0% | -3.1% | +53.1% | +49.9% |
| 1Y | +50.5% | -11.3% | +61.8% | +58.3% |
| 3Y | +25.2% | -5.0% | +30.2% | +21.6% |
| 5Y | +194.3% | +19.2% | +175.1% | +131.4% |
| All | +338.5% | +218.8% | +119.7% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling