+3,262.1%
MRSH vs ADM
+1,954.9%
+1,307.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.6% |
| 7D | -5.9% | +1.4% | -7.2% | -6.2% |
| 30D | -7.3% | +8.2% | -15.5% | -9.2% |
| 3M | +7.4% | +8.7% | -1.3% | +4.8% |
| 6M | -0.7% | +29.1% | -29.8% | -7.6% |
| YTD | -3.2% | +53.7% | -56.8% | -14.0% |
| 1Y | -10.6% | +43.2% | -53.8% | -19.3% |
| 3Y | -4.6% | +21.4% | -26.0% | -12.4% |
| 5Y | +19.3% | +67.1% | -47.8% | -0.8% |
| 10Y | +217.3% | +176.6% | +40.7% | +126.8% |
| All | +3,262.1% | +1,954.9% | +1,307.1% | +1,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling