+19.4%
MCD vs MRSH
+20.1%
-0.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -2.9% | -5.9% | +3.0% | -0.6% |
| 30D | -6.7% | -7.3% | +0.6% | -4.0% |
| 3M | -9.6% | +7.4% | -17.0% | -12.2% |
| 6M | -22.3% | -0.7% | -21.6% | -22.6% |
| YTD | -15.4% | -3.2% | -12.3% | -15.2% |
| 1Y | -16.8% | -10.6% | -6.2% | -14.0% |
| 3Y | -2.4% | -4.6% | +2.1% | -2.6% |
| 5Y | +19.4% | +19.3% | +0.1% | +6.3% |
| All | +19.4% | +20.1% | -0.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling