+211.7%
MRSH vs ADM
+177.9%
+33.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | +2.5% | -7.2% | -5.4% |
| 30D | -6.3% | +9.5% | -15.8% | -8.6% |
| 3M | +5.8% | +10.6% | -4.8% | +2.7% |
| 6M | +2.8% | +24.0% | -21.2% | -3.8% |
| YTD | -3.1% | +54.0% | -57.1% | -15.0% |
| 1Y | -11.3% | +45.3% | -56.6% | -21.0% |
| 3Y | -5.0% | +21.8% | -26.7% | -12.7% |
| 5Y | +19.2% | +66.8% | -47.6% | -5.9% |
| All | +211.7% | +177.9% | +33.8% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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