+3,101.0%
MPC vs MRSH
+730.9%
+2,370.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +1.3% |
| 7D | +5.4% | -3.6% | +9.0% | +8.2% |
| 30D | +31.0% | -3.0% | +34.0% | +33.6% |
| 3M | +46.0% | +15.8% | +30.2% | +29.3% |
| 6M | +77.3% | +1.6% | +75.7% | +71.6% |
| YTD | +141.9% | +1.7% | +140.2% | +132.1% |
| 1Y | +120.9% | -8.0% | +128.9% | +127.1% |
| 3Y | +182.7% | -0.3% | +182.9% | +161.8% |
| 5Y | +646.4% | +25.9% | +620.5% | +438.3% |
| 10Y | +1,138.7% | +222.0% | +916.8% | +276.5% |
| All | +3,101.0% | +730.9% | +2,370.1% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling