+19.3%
MRSH vs ABCL
-39.4%
+58.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.0% |
| 7D | -5.9% | -2.7% | -3.1% | -5.8% |
| 30D | -7.3% | +18.3% | -25.6% | -7.7% |
| 3M | +7.4% | +108.5% | -101.0% | +5.5% |
| 6M | -0.7% | +213.9% | -214.6% | -3.8% |
| YTD | -3.2% | +223.1% | -226.3% | -6.5% |
| 1Y | -10.6% | +160.6% | -171.2% | -13.3% |
| 3Y | -4.6% | +104.3% | -108.8% | -7.3% |
| 5Y | +19.3% | -40.0% | +59.3% | +19.5% |
| All | +19.3% | -39.4% | +58.7% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling