-9.3%
MCD vs MRSH
+16.1%
-25.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -1.6% | +1.4% | -3.1% | -2.1% |
| 30D | +14.1% | +16.5% | -2.3% | +9.2% |
| 3M | +0.6% | +10.8% | -10.2% | -2.5% |
| 6M | 0.0% | +32.1% | -32.0% | -6.9% |
| YTD | -9.3% | +14.5% | -23.7% | -13.8% |
| 1Y | -9.3% | +15.5% | -24.8% | -14.4% |
| All | -9.3% | +16.1% | -25.4% | -14.4% |
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