+18.4%
MRSH vs CLBK
+65.7%
-47.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.2% |
| 7D | +9.4% | +4.6% | +4.8% | +8.9% |
| 30D | +23.4% | -1.5% | +24.9% | +23.5% |
| 3M | +9.9% | +4.4% | +5.5% | +9.3% |
| 6M | +26.0% | +31.7% | -5.6% | +22.7% |
| YTD | +15.2% | +58.7% | -43.5% | +9.3% |
| 1Y | +18.4% | +64.9% | -46.4% | +11.8% |
| All | +18.4% | +65.7% | -47.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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