+6,923.6%
MCK vs MRSH
+2,822.7%
+4,100.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -1.3% |
| 30D | +0.4% | -6.3% | +6.8% | +2.7% |
| 3M | +12.1% | +5.8% | +6.3% | +9.9% |
| 6M | -5.4% | +2.8% | -8.2% | -6.6% |
| YTD | +7.8% | -3.1% | +10.9% | +8.1% |
| 1Y | +22.9% | -11.3% | +34.2% | +26.9% |
| 3Y | +110.7% | -5.0% | +115.7% | +111.7% |
| 5Y | +346.2% | +19.2% | +327.0% | +310.5% |
| 10Y | +440.1% | +217.4% | +222.8% | +258.7% |
| All | +6,923.6% | +2,822.7% | +4,100.9% | +2,447.3% |
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 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