+98.0%
MRSH vs ABCL
-81.2%
+179.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.4% | -3.3% | +4.7% | +1.5% |
| 30D | +16.5% | -7.1% | +23.6% | +16.5% |
| 3M | +10.8% | +4.7% | +6.0% | +10.5% |
| 6M | +32.1% | +140.9% | -108.8% | +29.7% |
| YTD | +14.5% | +236.0% | -221.5% | +11.3% |
| 1Y | +15.5% | +217.4% | -201.9% | +12.4% |
| 3Y | +9.3% | +188.7% | -179.3% | +5.2% |
| 5Y | +35.1% | -23.5% | +58.6% | +33.9% |
| All | +98.0% | -81.2% | +179.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling