+47.4%
JD vs MRSH
+343.4%
-296.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -1.4% |
| 7D | -3.0% | -5.9% | +2.9% | -0.1% |
| 30D | -19.3% | -7.3% | -12.0% | -16.3% |
| 3M | -6.0% | +7.4% | -13.5% | -9.7% |
| 6M | +1.8% | -0.7% | +2.5% | +0.9% |
| YTD | -2.6% | -3.2% | +0.6% | -2.7% |
| 1Y | -17.4% | -10.6% | -6.8% | -14.3% |
| 3Y | -8.6% | -4.6% | -4.1% | -11.1% |
| 5Y | -61.6% | +19.3% | -80.9% | -68.2% |
| 10Y | +16.9% | +217.3% | -200.4% | -54.3% |
| All | +47.4% | +343.4% | -296.0% | -58.6% |
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