+590.9%
JPM vs MRSH
+218.8%
+372.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.7% | -4.8% | +4.1% | +2.3% |
| 30D | -2.5% | -6.3% | +3.9% | +1.5% |
| 3M | +14.1% | +5.8% | +8.3% | +8.7% |
| 6M | +25.1% | +2.8% | +22.3% | +20.4% |
| YTD | +12.1% | -3.1% | +15.2% | +11.6% |
| 1Y | +18.8% | -11.3% | +30.1% | +24.9% |
| 3Y | +163.4% | -5.0% | +168.4% | +157.6% |
| 5Y | +156.5% | +19.2% | +137.4% | +105.9% |
| All | +590.9% | +218.8% | +372.0% | +177.4% |
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