+199.8%
MPC vs MRSH
+9.4%
+190.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +11.2% | +1.4% | +9.8% | +11.1% |
| 30D | -14.5% | +16.5% | -31.0% | -16.0% |
| 3M | +16.7% | +10.8% | +5.9% | +15.1% |
| 6M | +67.6% | +32.1% | +35.5% | +60.9% |
| YTD | +157.9% | +14.5% | +143.5% | +152.9% |
| 1Y | +116.7% | +15.5% | +101.2% | +112.2% |
| 3Y | +199.8% | +9.3% | +190.4% | +203.0% |
| All | +199.8% | +9.4% | +190.3% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling