+184.8%
COP vs MRSH
+18.2%
+166.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.3% | -4.8% | +7.1% | +3.7% |
| 30D | +8.6% | -6.3% | +14.9% | +10.5% |
| 3M | +19.9% | +5.8% | +14.1% | +17.5% |
| 6M | +19.0% | +2.8% | +16.2% | +17.5% |
| YTD | +50.0% | -3.1% | +53.1% | +50.4% |
| 1Y | +50.5% | -11.3% | +61.8% | +54.8% |
| 3Y | +25.2% | -5.0% | +30.2% | +24.2% |
| All | +184.8% | +18.2% | +166.6% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling