-0.7%
MRSH vs BB
+127.9%
-128.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.1% |
| 7D | -5.9% | +1.8% | -7.7% | -5.7% |
| 30D | -7.3% | -12.2% | +4.9% | -7.9% |
| 3M | +7.4% | -12.3% | +19.8% | +6.0% |
| 6M | -0.7% | +122.7% | -123.4% | -10.1% |
| All | -0.7% | +127.9% | -128.6% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling