-23.5%
MDB vs MRSH
+19.1%
-42.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.1% |
| 7D | -2.8% | -5.9% | +3.2% | +1.7% |
| 30D | -14.9% | -7.3% | -7.6% | -10.2% |
| 3M | +7.3% | +6.7% | +0.7% | +0.9% |
| 6M | +38.2% | +3.0% | +35.2% | +32.5% |
| YTD | -10.9% | -2.9% | -8.0% | -11.4% |
| 1Y | +11.6% | -9.0% | +20.6% | +16.0% |
| 3Y | -0.9% | -4.3% | +3.4% | -9.4% |
| 5Y | -23.5% | +19.4% | -43.0% | -48.9% |
| All | -23.5% | +19.1% | -42.6% | -48.9% |
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 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