+1,303.6%
MRSH vs CHRW
+4,244.2%
-2,940.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -3.8% | +1.9% | -5.7% | -4.2% |
| 30D | -5.8% | +0.9% | -6.7% | -6.1% |
| 3M | +11.7% | -19.9% | +31.6% | +16.6% |
| 6M | -0.3% | -15.8% | +15.5% | +2.4% |
| YTD | -1.1% | -5.6% | +4.4% | -1.8% |
| 1Y | -9.5% | +21.0% | -30.5% | -15.9% |
| 3Y | -2.6% | +86.0% | -88.6% | -20.8% |
| 5Y | +22.7% | +88.6% | -65.9% | -2.2% |
| 10Y | +214.6% | +169.3% | +45.3% | +122.2% |
| All | +1,303.6% | +4,244.2% | -2,940.6% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling