+20.2%
MRSH vs BB
-26.5%
+46.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -6.3% | -12.5% | +6.2% | -5.7% |
| 3M | +5.8% | -17.4% | +23.2% | +6.3% |
| 6M | +2.8% | +119.1% | -116.4% | -4.5% |
| YTD | -3.1% | +102.4% | -105.5% | -9.5% |
| 1Y | -11.3% | +98.2% | -109.5% | -17.3% |
| 3Y | -5.0% | +46.9% | -51.9% | -10.0% |
| All | +20.2% | -26.5% | +46.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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