+24.9%
COP vs MRSH
-4.7%
+29.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.0% | -5.9% | +6.9% | +2.0% |
| 30D | +9.6% | -7.3% | +16.9% | +10.9% |
| 3M | +15.0% | +6.7% | +8.4% | +13.4% |
| 6M | +21.8% | +3.0% | +18.8% | +20.8% |
| YTD | +49.6% | -2.9% | +52.5% | +49.8% |
| 1Y | +49.9% | -9.0% | +58.8% | +51.3% |
| All | +24.9% | -4.7% | +29.6% | +26.8% |
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