+32.2%
CVS vs MRSH
+18.2%
+14.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -4.8% | +2.6% | -0.4% |
| 30D | -0.1% | -6.3% | +6.3% | +2.3% |
| 3M | -5.2% | +5.8% | -11.0% | -7.6% |
| 6M | +26.9% | +2.8% | +24.1% | +24.5% |
| YTD | +22.1% | -3.1% | +25.2% | +22.7% |
| 1Y | +30.8% | -11.3% | +42.1% | +36.1% |
| 3Y | +54.4% | -5.0% | +59.4% | +55.5% |
| All | +32.2% | +18.2% | +14.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling