+1,877.1%
CVS vs MRSH
+3,270.6%
-1,393.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -2.0% | -5.9% | +4.0% | +0.1% |
| 30D | +1.9% | -7.3% | +9.2% | +4.6% |
| 3M | -2.2% | +6.7% | -8.8% | -4.7% |
| 6M | +26.7% | +3.0% | +23.7% | +24.4% |
| YTD | +22.9% | -2.9% | +25.8% | +23.0% |
| 1Y | +32.9% | -9.0% | +41.9% | +35.7% |
| 3Y | +62.3% | -4.3% | +66.6% | +62.3% |
| 5Y | +34.2% | +19.4% | +14.8% | +23.4% |
| 10Y | +41.8% | +218.1% | -176.3% | -6.9% |
| All | +1,877.1% | +3,270.6% | -1,393.5% | +420.9% |
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