-2.6%
MRSH vs ALLE
+49.7%
-52.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -3.8% | +2.8% | -6.5% | -4.1% |
| 30D | -5.8% | -7.6% | +1.8% | -4.8% |
| 3M | +11.7% | +22.8% | -11.1% | +8.6% |
| 6M | -0.3% | +4.6% | -4.9% | -1.1% |
| YTD | -1.1% | -1.2% | +0.1% | -1.4% |
| 1Y | -9.5% | -9.1% | -0.3% | -8.6% |
| 3Y | -2.6% | +50.0% | -52.5% | -4.5% |
| All | -2.6% | +49.7% | -52.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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