+16.5%
JD vs MRSH
+218.8%
-202.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | -4.8% | +0.5% | -2.2% |
| 30D | -14.4% | -6.3% | -8.1% | -12.0% |
| 3M | -3.6% | +5.8% | -9.4% | -6.2% |
| 6M | -0.3% | +2.8% | -3.1% | -2.5% |
| YTD | -2.4% | -3.1% | +0.8% | -2.4% |
| 1Y | -18.5% | -11.3% | -7.3% | -15.4% |
| 3Y | -7.0% | -5.0% | -2.1% | -8.9% |
| 5Y | -61.7% | +19.2% | -80.9% | -67.6% |
| All | +16.5% | +218.8% | -202.3% | -35.9% |
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 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