+3,262.1%
MRSH vs BBWI
+930.0%
+2,332.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -0.8% |
| 7D | -5.9% | -4.4% | -1.4% | -5.1% |
| 30D | -7.3% | -7.4% | +0.1% | -6.2% |
| 3M | +7.4% | -2.2% | +9.7% | +7.1% |
| 6M | -0.7% | -16.3% | +15.6% | +0.9% |
| YTD | -3.2% | -9.1% | +6.0% | -3.8% |
| 1Y | -10.6% | -34.5% | +23.9% | -6.6% |
| 3Y | -4.6% | -47.0% | +42.4% | -1.2% |
| 5Y | +19.3% | -68.8% | +88.1% | +31.9% |
| 10Y | +217.3% | -57.4% | +274.6% | +178.4% |
| All | +3,262.1% | +930.0% | +2,332.1% | +1,027.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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