-3.9%
MCD vs MRSH
+20.0%
-23.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +5.4% |
| 7D | +11.9% | +9.4% | +2.5% | +8.8% |
| 30D | +20.2% | +23.4% | -3.2% | +13.0% |
| 3M | +5.2% | +9.9% | -4.7% | +2.0% |
| 6M | 0.0% | +26.0% | -26.0% | -6.6% |
| YTD | -6.5% | +15.2% | -21.7% | -11.4% |
| 1Y | -3.9% | +18.4% | -22.4% | -10.4% |
| All | -3.9% | +20.0% | -23.9% | -10.4% |
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 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