+11.8%
CRM vs MRSH
-4.9%
+16.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -4.8% | +0.3% | -2.6% |
| 30D | +28.1% | -6.3% | +34.5% | +31.2% |
| 3M | +48.8% | +5.8% | +43.0% | +45.9% |
| 6M | +28.3% | +2.8% | +25.5% | +26.5% |
| YTD | -6.0% | -3.1% | -2.9% | -6.0% |
| 1Y | +1.4% | -11.3% | +12.7% | +3.9% |
| 3Y | +11.8% | -5.0% | +16.8% | +10.2% |
| All | +11.8% | -4.9% | +16.7% | +10.2% |
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