+175.1%
MPC vs MRSH
-4.9%
+180.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.6% |
| 7D | +3.2% | -5.9% | +9.1% | +3.9% |
| 30D | +25.0% | -7.3% | +32.4% | +26.1% |
| 3M | +55.2% | +7.4% | +47.7% | +53.0% |
| 6M | +86.4% | -0.7% | +87.1% | +86.1% |
| YTD | +148.5% | -3.2% | +151.6% | +148.7% |
| 1Y | +121.7% | -10.6% | +132.3% | +125.1% |
| All | +175.1% | -4.9% | +180.0% | +180.2% |
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 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