+1,042.6%
MRSH vs CCI
+896.9%
+145.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -5.9% | -0.3% | -5.6% | -5.8% |
| 30D | -7.3% | +2.1% | -9.4% | -7.6% |
| 3M | +7.4% | -17.8% | +25.3% | +10.7% |
| 6M | -0.7% | -14.2% | +13.5% | +1.5% |
| YTD | -3.2% | -13.3% | +10.2% | -1.4% |
| 1Y | -10.6% | -16.6% | +6.0% | -8.5% |
| 3Y | -4.6% | -10.8% | +6.3% | -4.1% |
| 5Y | +19.3% | -50.3% | +69.6% | +30.6% |
| 10Y | +217.3% | +22.5% | +194.7% | +203.7% |
| All | +1,042.6% | +896.9% | +145.7% | +624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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