+213.7%
ICE vs MRSH
+218.8%
-5.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | -4.8% | +2.4% | +0.4% |
| 30D | +4.0% | -6.3% | +10.3% | +8.0% |
| 3M | +13.7% | +5.8% | +7.9% | +9.5% |
| 6M | +0.9% | +2.8% | -1.9% | -1.6% |
| YTD | -2.1% | -3.1% | +1.0% | -1.6% |
| 1Y | -9.5% | -11.3% | +1.8% | -4.3% |
| 3Y | +42.1% | -5.0% | +47.1% | +41.8% |
| 5Y | +41.4% | +19.2% | +22.2% | +20.5% |
| All | +213.7% | +218.8% | -5.2% | +46.2% |
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