-11.3%
MRSH vs CDW
-8.5%
-2.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.1% | -1.0% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | -6.3% | +13.1% | -19.4% | -7.6% |
| 3M | +5.8% | +19.7% | -13.9% | +3.4% |
| 6M | +2.8% | +30.7% | -27.9% | -0.4% |
| YTD | -3.1% | +14.7% | -17.8% | -6.6% |
| 1Y | -11.3% | -5.3% | -5.9% | -14.9% |
| All | -11.3% | -8.5% | -2.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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