-4.8%
MRSH vs ADM
+21.5%
-26.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -5.9% | +3.0% | -8.9% | -6.1% |
| 30D | -7.3% | +8.7% | -16.0% | -7.8% |
| 3M | +6.7% | +7.6% | -0.9% | +6.1% |
| 6M | +3.0% | +26.9% | -23.9% | +0.8% |
| YTD | -2.9% | +54.3% | -57.2% | -7.0% |
| 1Y | -9.0% | +45.7% | -54.6% | -12.3% |
| All | -4.8% | +21.5% | -26.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling