+76.0%
MRSH vs ABCL
-81.3%
+157.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -3.6% | +0.7% | -4.3% | -3.6% |
| 30D | -3.0% | +93.1% | -96.1% | -4.1% |
| 3M | +15.8% | +79.4% | -63.6% | +14.5% |
| 6M | +1.6% | +214.9% | -213.3% | -0.8% |
| YTD | +1.7% | +234.2% | -232.5% | -1.0% |
| 1Y | -8.0% | +174.8% | -182.8% | -10.2% |
| 3Y | -0.3% | +104.5% | -104.7% | -2.6% |
| 5Y | +25.9% | -39.0% | +64.9% | +24.9% |
| All | +76.0% | -81.3% | +157.3% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling