+679.9%
MPC vs MRSH
+20.1%
+659.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.9% |
| 7D | +3.2% | -5.9% | +9.1% | +4.7% |
| 30D | +25.0% | -7.3% | +32.4% | +27.3% |
| 3M | +55.2% | +7.4% | +47.7% | +51.4% |
| 6M | +86.4% | -0.7% | +87.1% | +85.6% |
| YTD | +148.5% | -3.2% | +151.6% | +148.8% |
| 1Y | +121.7% | -10.6% | +132.3% | +127.3% |
| 3Y | +172.9% | -4.6% | +177.4% | +169.7% |
| 5Y | +679.9% | +19.3% | +660.6% | +591.8% |
| All | +679.9% | +20.1% | +659.8% | +591.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling