+1,203.4%
MET vs MRSH
+526.0%
+677.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -4.8% | +4.3% | +3.0% |
| 30D | +0.5% | -6.3% | +6.8% | +5.2% |
| 3M | +11.6% | +5.8% | +5.8% | +6.4% |
| 6M | +40.8% | +2.8% | +38.0% | +35.9% |
| YTD | +25.7% | -3.1% | +28.8% | +25.9% |
| 1Y | +24.4% | -11.3% | +35.6% | +32.4% |
| 3Y | +67.5% | -5.0% | +72.4% | +67.9% |
| 5Y | +85.8% | +19.2% | +66.6% | +54.7% |
| 10Y | +246.8% | +217.4% | +29.4% | +41.8% |
| All | +1,203.4% | +526.0% | +677.4% | +197.7% |
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