+11,062.6%
JPM vs MRSH
+3,262.1%
+7,800.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.7% |
| 7D | -0.4% | -5.9% | +5.4% | +3.6% |
| 30D | -1.4% | -7.3% | +5.9% | +3.6% |
| 3M | +13.9% | +7.4% | +6.5% | +7.2% |
| 6M | +23.5% | -0.7% | +24.2% | +21.4% |
| YTD | +11.6% | -3.2% | +14.8% | +11.0% |
| 1Y | +21.4% | -10.6% | +32.0% | +26.5% |
| 3Y | +163.4% | -4.6% | +168.0% | +158.1% |
| 5Y | +152.5% | +19.3% | +133.2% | +109.1% |
| 10Y | +592.1% | +217.3% | +374.9% | +191.4% |
| All | +11,062.6% | +3,262.1% | +7,800.5% | +908.7% |
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