+20.4%
MRSH vs ADM
+65.6%
-45.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -5.9% | +3.0% | -8.9% | -6.3% |
| 30D | -7.3% | +8.7% | -16.0% | -8.4% |
| 3M | +6.7% | +7.6% | -0.9% | +5.4% |
| 6M | +3.0% | +26.9% | -23.9% | -1.0% |
| YTD | -2.9% | +54.3% | -57.2% | -9.9% |
| 1Y | -9.0% | +45.7% | -54.6% | -14.8% |
| 3Y | -4.3% | +21.9% | -26.2% | -8.2% |
| All | +20.4% | +65.6% | -45.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling