+211.7%
MRSH vs CHRW
+183.1%
+28.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -4.8% | +3.5% | -8.2% | -5.4% |
| 30D | -6.3% | +4.6% | -10.9% | -7.2% |
| 3M | +5.8% | -19.7% | +25.5% | +9.6% |
| 6M | +2.8% | -12.4% | +15.2% | +4.2% |
| YTD | -3.1% | -3.9% | +0.8% | -4.1% |
| 1Y | -11.3% | +18.4% | -29.7% | -16.4% |
| 3Y | -5.0% | +88.8% | -93.8% | -21.5% |
| 5Y | +19.2% | +93.5% | -74.4% | -4.1% |
| All | +211.7% | +183.1% | +28.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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