+53.1%
MMM vs MRSH
+218.8%
-165.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.1% | -4.8% | +2.6% | +0.2% |
| 30D | -9.8% | -6.3% | -3.5% | -7.0% |
| 3M | +4.9% | +5.8% | -0.9% | +1.3% |
| 6M | +7.3% | +2.8% | +4.5% | +4.4% |
| YTD | +4.5% | -3.1% | +7.6% | +4.3% |
| 1Y | +5.4% | -11.3% | +16.6% | +9.8% |
| 3Y | +98.6% | -5.0% | +103.6% | +98.3% |
| 5Y | +27.4% | +19.2% | +8.2% | +10.9% |
| All | +53.1% | +218.8% | -165.7% | -24.3% |
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 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