+216.7%
CTVA vs MRSH
+105.8%
+110.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -4.8% | +0.2% | -2.2% |
| 30D | +11.3% | -6.3% | +17.6% | +14.9% |
| 3M | +12.3% | +5.8% | +6.5% | +8.7% |
| 6M | +7.2% | +2.8% | +4.4% | +4.4% |
| YTD | +26.0% | -3.1% | +29.1% | +26.0% |
| 1Y | +16.0% | -11.3% | +27.3% | +21.6% |
| 3Y | +73.9% | -5.0% | +78.9% | +72.0% |
| 5Y | +103.8% | +19.2% | +84.6% | +69.9% |
| All | +216.7% | +105.8% | +110.9% | +94.5% |
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