+25.7%
MMM vs MRSH
+19.1%
+6.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.2% | -5.9% | +2.7% | -0.9% |
| 30D | -10.7% | -7.3% | -3.4% | -8.0% |
| 3M | +4.3% | +6.7% | -2.4% | +0.9% |
| 6M | +5.9% | +3.0% | +2.9% | +3.5% |
| YTD | +3.2% | -2.9% | +6.1% | +3.2% |
| 1Y | +8.0% | -9.0% | +17.0% | +11.3% |
| 3Y | +99.1% | -4.3% | +103.4% | +99.7% |
| 5Y | +25.7% | +19.4% | +6.3% | +10.3% |
| All | +25.7% | +19.1% | +6.6% | +10.3% |
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 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