+43.4%
KO vs MRSH
+17.6%
+25.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +3.1% | +6.3% | -3.2% | +1.7% |
| 30D | +11.1% | +21.9% | -10.9% | +6.3% |
| 3M | +10.9% | +9.4% | +1.5% | +8.5% |
| 6M | +23.5% | +25.9% | -2.4% | +18.4% |
| YTD | +39.6% | +14.7% | +24.9% | +35.6% |
| 1Y | +43.4% | +19.3% | +24.2% | +36.8% |
| All | +43.4% | +17.6% | +25.8% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling