+5,979.9%
MCD vs MRSH
+3,431.3%
+2,548.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -2.8% | -3.6% | +0.8% | -1.7% |
| 30D | -6.0% | -3.0% | -3.0% | -5.1% |
| 3M | -5.6% | +15.8% | -21.4% | -10.1% |
| 6M | -21.9% | +1.6% | -23.4% | -22.6% |
| YTD | -14.7% | +1.7% | -16.4% | -15.8% |
| 1Y | -17.3% | -8.0% | -9.2% | -15.7% |
| 3Y | -2.2% | -0.3% | -1.9% | -3.4% |
| 5Y | +20.3% | +25.9% | -5.6% | +9.3% |
| 10Y | +180.7% | +222.0% | -41.3% | +90.4% |
| All | +5,979.9% | +3,431.3% | +2,548.6% | +1,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling