+3,270.6%
MRSH vs CHD
+9,738.0%
-6,467.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -5.9% | -4.7% | -1.2% | -4.8% |
| 30D | -7.3% | -8.3% | +1.0% | -5.3% |
| 3M | +6.7% | -4.0% | +10.7% | +7.7% |
| 6M | +3.0% | -6.5% | +9.5% | +4.5% |
| YTD | -2.9% | +13.1% | -16.0% | -6.1% |
| 1Y | -9.0% | +2.3% | -11.3% | -9.9% |
| 3Y | -4.3% | +1.8% | -6.1% | -5.7% |
| 5Y | +19.4% | +20.6% | -1.1% | +12.4% |
| 10Y | +218.1% | +125.6% | +92.5% | +154.2% |
| All | +3,270.6% | +9,738.0% | -6,467.4% | +1,342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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