+132.3%
HON vs MRSH
+218.8%
-86.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -0.8% |
| 30D | -13.8% | -6.3% | -7.4% | -10.6% |
| 3M | -11.7% | +5.8% | -17.5% | -15.4% |
| 6M | -18.7% | +2.8% | -21.5% | -21.6% |
| YTD | +0.2% | -3.1% | +3.4% | -0.2% |
| 1Y | -3.1% | -11.3% | +8.2% | +1.5% |
| 3Y | +17.0% | -5.0% | +21.9% | +15.5% |
| 5Y | +2.0% | +19.2% | -17.2% | -15.3% |
| All | +132.3% | +218.8% | -86.5% | +6.2% |
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