+176.9%
MCD vs MRSH
+218.8%
-41.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.2% | -4.8% | +3.5% | +1.2% |
| 30D | -7.8% | -6.3% | -1.4% | -4.7% |
| 3M | -10.7% | +5.8% | -16.5% | -13.5% |
| 6M | -21.3% | +2.8% | -24.1% | -23.0% |
| YTD | -15.8% | -3.1% | -12.6% | -15.5% |
| 1Y | -16.0% | -11.3% | -4.8% | -12.1% |
| 3Y | -3.0% | -5.0% | +2.0% | -3.4% |
| 5Y | +18.6% | +19.2% | -0.6% | +1.6% |
| All | +176.9% | +218.8% | -41.9% | +50.3% |
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