+2,244.9%
ICE vs MRSH
+866.1%
+1,378.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.6% |
| 7D | -0.9% | -5.9% | +5.0% | +3.4% |
| 30D | +4.0% | -7.3% | +11.3% | +9.6% |
| 3M | +11.0% | +7.4% | +3.5% | +4.9% |
| 6M | -5.0% | -0.7% | -4.3% | -5.6% |
| YTD | -2.7% | -3.2% | +0.5% | -2.3% |
| 1Y | -8.6% | -10.6% | +2.0% | -3.2% |
| 3Y | +41.4% | -4.6% | +45.9% | +40.2% |
| 5Y | +39.9% | +19.3% | +20.6% | +16.0% |
| 10Y | +214.9% | +217.3% | -2.4% | +19.2% |
| All | +2,244.9% | +866.1% | +1,378.8% | +277.5% |
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