+2,794.9%
MMM vs MRSH
+3,332.0%
-537.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.4% |
| 7D | -1.6% | -3.8% | +2.2% | -0.2% |
| 30D | -8.0% | -5.8% | -2.2% | -6.0% |
| 3M | +9.4% | +11.7% | -2.3% | +4.6% |
| 6M | +10.2% | -0.3% | +10.6% | +9.3% |
| YTD | +6.1% | -1.1% | +7.3% | +5.3% |
| 1Y | +10.8% | -9.5% | +20.2% | +13.2% |
| 3Y | +104.8% | -2.6% | +107.4% | +103.2% |
| 5Y | +27.0% | +22.7% | +4.3% | +15.3% |
| 10Y | +53.8% | +214.6% | -160.8% | -0.7% |
| All | +2,794.9% | +3,332.0% | -537.1% | +701.2% |
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