-5.0%
MRSH vs APD
+6.4%
-11.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -5.9% | -4.6% | -1.3% | -5.2% |
| 30D | -7.3% | -4.2% | -3.1% | -6.7% |
| 3M | +7.4% | +5.0% | +2.5% | +6.7% |
| 6M | -0.7% | +8.9% | -9.6% | -2.1% |
| YTD | -3.2% | +21.9% | -25.1% | -6.4% |
| 1Y | -10.6% | +5.6% | -16.2% | -11.5% |
| All | -5.0% | +6.4% | -11.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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