+972.8%
MRSH vs BB
+251.4%
+721.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | -5.9% | -2.1% | -3.8% | -5.8% |
| 30D | -7.3% | -16.0% | +8.7% | -6.2% |
| 3M | +6.7% | -14.5% | +21.2% | +7.1% |
| 6M | +3.0% | +118.6% | -115.6% | -4.5% |
| YTD | -2.9% | +98.9% | -101.9% | -9.3% |
| 1Y | -9.0% | +99.5% | -108.4% | -15.3% |
| 3Y | -4.3% | +65.4% | -69.7% | -12.1% |
| 5Y | +19.4% | -27.6% | +47.1% | +14.9% |
| 10Y | +218.1% | -0.4% | +218.5% | +172.5% |
| All | +972.8% | +251.4% | +721.5% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling