+9.3%
MRSH vs ACGL
+33.8%
-24.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +1.4% | +2.2% | -0.7% | +0.3% |
| 30D | +16.5% | +12.3% | +4.2% | +9.7% |
| 3M | +10.8% | +11.8% | -1.1% | +4.6% |
| 6M | +32.1% | +17.5% | +14.6% | +21.8% |
| YTD | +14.5% | +14.3% | +0.2% | +7.0% |
| 1Y | +15.5% | +18.2% | -2.7% | +6.3% |
| 3Y | +9.3% | +33.2% | -23.8% | -7.8% |
| All | +9.3% | +33.8% | -24.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling