+211.7%
MRSH vs BIDU
-48.7%
+260.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.8% | -8.1% | +3.4% | -4.1% |
| 30D | -6.3% | -12.8% | +6.5% | -5.4% |
| 3M | +5.8% | -21.3% | +27.1% | +7.6% |
| 6M | +2.8% | -27.0% | +29.8% | +4.7% |
| YTD | -3.1% | -30.0% | +26.9% | -1.2% |
| 1Y | -11.3% | -18.3% | +7.0% | -11.4% |
| 3Y | -5.0% | -33.8% | +28.9% | -4.4% |
| 5Y | +19.2% | -44.3% | +63.5% | +18.2% |
| All | +211.7% | -48.7% | +260.3% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling