+218.9%
CTVA vs MRSH
+106.3%
+112.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.7% | -5.9% | +1.3% | -1.7% |
| 30D | +11.1% | -7.3% | +18.4% | +15.3% |
| 3M | +13.7% | +6.7% | +7.0% | +9.6% |
| 6M | +11.2% | +3.0% | +8.2% | +8.2% |
| YTD | +26.9% | -2.9% | +29.8% | +26.8% |
| 1Y | +18.8% | -9.0% | +27.8% | +22.7% |
| 3Y | +75.9% | -4.3% | +80.3% | +73.3% |
| 5Y | +105.2% | +19.4% | +85.8% | +70.9% |
| All | +218.9% | +106.3% | +112.7% | +95.6% |
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