+4,569.6%
COP vs MRSH
+3,262.1%
+1,307.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | -0.5% | -5.9% | +5.4% | +1.7% |
| 30D | +11.7% | -7.3% | +19.0% | +14.7% |
| 3M | +17.7% | +7.4% | +10.2% | +14.2% |
| 6M | +18.3% | -0.7% | +19.0% | +17.8% |
| YTD | +49.1% | -3.2% | +52.2% | +49.3% |
| 1Y | +53.3% | -10.6% | +63.9% | +57.6% |
| 3Y | +22.2% | -4.6% | +26.7% | +21.3% |
| 5Y | +193.3% | +19.3% | +174.0% | +165.7% |
| 10Y | +340.2% | +217.3% | +123.0% | +190.9% |
| All | +4,569.6% | +3,262.1% | +1,307.5% | +1,481.1% |
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