+18.4%
MRSH vs BTDR
-69.9%
+88.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +9.0% | +2.9% |
| 7D | +9.4% | -17.6% | +27.0% | +8.2% |
| 30D | +23.4% | -40.3% | +63.7% | +20.0% |
| 3M | +9.9% | -42.6% | +52.5% | +7.1% |
| 6M | +26.0% | -46.3% | +72.3% | +23.5% |
| YTD | +15.2% | -41.7% | +57.0% | +13.1% |
| 1Y | +18.4% | -69.4% | +87.8% | +16.3% |
| All | +18.4% | -69.9% | +88.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling