+42.1%
ICE vs MRSH
-4.9%
+47.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.8% |
| 3M | +13.7% | +5.8% | +7.9% | +10.8% |
| 6M | +0.9% | +2.8% | -1.9% | -0.8% |
| YTD | -2.1% | -3.1% | +1.0% | -1.7% |
| 1Y | -9.5% | -11.3% | +1.8% | -5.9% |
| 3Y | +42.1% | -5.0% | +47.1% | +45.3% |
| All | +42.1% | -4.9% | +47.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling