+1,171.8%
MPC vs MRSH
+261.5%
+910.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +11.2% | +1.4% | +9.8% | +10.2% |
| 30D | -14.5% | +16.5% | -31.0% | -22.7% |
| 3M | +16.7% | +10.8% | +5.9% | +8.6% |
| 6M | +67.6% | +32.1% | +35.5% | +37.6% |
| YTD | +157.9% | +14.5% | +143.5% | +130.1% |
| 1Y | +116.7% | +15.5% | +101.2% | +91.9% |
| 3Y | +199.8% | +9.3% | +190.4% | +164.5% |
| 5Y | +604.4% | +35.1% | +569.3% | +402.4% |
| All | +1,171.8% | +261.5% | +910.3% | +326.6% |
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