+19.4%
MRSH vs APD
+24.4%
-5.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.9% | -3.5% | -2.5% | -5.0% |
| 30D | -7.3% | -5.1% | -2.2% | -6.0% |
| 3M | +6.7% | +6.9% | -0.2% | +4.6% |
| 6M | +3.0% | +8.1% | -5.1% | +0.4% |
| YTD | -2.9% | +21.2% | -24.2% | -8.7% |
| 1Y | -9.0% | +4.9% | -13.8% | -10.8% |
| 3Y | -4.3% | +6.3% | -10.6% | -8.1% |
| 5Y | +19.4% | +24.3% | -4.8% | -0.6% |
| All | +19.4% | +24.4% | -5.0% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling