-11.3%
MRSH vs ABCL
+152.1%
-163.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.1% |
| 7D | -4.8% | -4.7% | 0.0% | -4.9% |
| 30D | -6.3% | +5.2% | -11.5% | -6.2% |
| 3M | +5.8% | +106.6% | -100.8% | +8.0% |
| 6M | +2.8% | +198.4% | -195.6% | +6.0% |
| YTD | -3.1% | +218.4% | -221.5% | +0.2% |
| 1Y | -11.3% | +136.2% | -147.5% | -7.9% |
| All | -11.3% | +152.1% | -163.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling