+1.4%
MRSH vs ALB
-18.0%
+19.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.9% |
| 7D | -3.8% | -4.4% | +0.6% | -3.6% |
| 30D | -5.8% | -1.2% | -4.6% | -5.7% |
| 3M | +11.7% | -13.3% | +25.0% | +12.9% |
| All | +1.4% | -18.0% | +19.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 6mo: compounded portfolio wealth divided by compounded ALB 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…
6mo analysis · Full analysis span regression · 6 months rolling