+9.5%
MCHP vs MRSH
+17.6%
-8.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.5% | -13.5% | -14.2% |
| 7D | -20.1% | +6.3% | -26.4% | -17.4% |
| 30D | -20.2% | +21.9% | -42.1% | -11.4% |
| 3M | -16.1% | +9.4% | -25.5% | -11.9% |
| 6M | -33.4% | +25.9% | -59.3% | -24.4% |
| YTD | +3.5% | +14.7% | -11.2% | +17.5% |
| 1Y | +9.5% | +19.3% | -9.8% | +24.9% |
| All | +9.5% | +17.6% | -8.1% | +24.9% |
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