+35.4%
CVS vs MRSH
-7.9%
+43.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +4.0% | -3.6% | +7.5% | +4.5% |
| 30D | -2.4% | -3.0% | +0.6% | -2.0% |
| 3M | +2.7% | +15.8% | -13.2% | +0.3% |
| 6M | +21.9% | +1.6% | +20.3% | +22.5% |
| YTD | +24.7% | +1.7% | +23.0% | +25.4% |
| 1Y | +35.4% | -8.0% | +43.5% | +35.7% |
| All | +35.4% | -7.9% | +43.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling