+119.6%
MPC vs MRSH
-10.0%
+129.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +1.2% | -5.9% | +7.1% | +1.5% |
| 30D | +17.0% | -7.3% | +24.3% | +17.4% |
| 3M | +49.5% | +6.7% | +42.8% | +47.9% |
| 6M | +83.5% | +3.0% | +80.5% | +83.0% |
| YTD | +144.1% | -2.9% | +147.0% | +143.9% |
| 1Y | +119.6% | -9.0% | +128.6% | +123.2% |
| All | +119.6% | -10.0% | +129.6% | +123.2% |
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 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