+1,029.4%
MDB vs MRSH
+144.8%
+884.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -1.8% | -4.8% | +3.0% | +1.9% |
| 30D | -17.3% | -6.3% | -10.9% | -13.3% |
| 3M | +2.2% | +5.8% | -3.6% | -3.2% |
| 6M | +33.9% | +2.8% | +31.1% | +28.9% |
| YTD | -13.7% | -3.1% | -10.6% | -13.9% |
| 1Y | +9.1% | -11.3% | +20.3% | +15.6% |
| 3Y | -8.1% | -5.0% | -3.2% | -11.7% |
| 5Y | -25.9% | +19.2% | -45.1% | -40.8% |
| All | +1,029.4% | +144.8% | +884.6% | +368.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling