+117.2%
MPC vs MRSH
+20.0%
+97.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -8.2% |
| 7D | -10.9% | +9.4% | -20.3% | -11.3% |
| 30D | -9.4% | +23.4% | -32.9% | -10.7% |
| 3M | +26.0% | +9.9% | +16.1% | +25.0% |
| 6M | +56.5% | +26.0% | +30.5% | +52.9% |
| YTD | +144.3% | +15.2% | +129.0% | +141.0% |
| 1Y | +117.2% | +18.4% | +98.8% | +115.8% |
| All | +117.2% | +20.0% | +97.2% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling