+142.7%
MRSH vs CLBK
+65.5%
+77.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -6.3% | -1.0% | -5.3% | -6.1% |
| 3M | +5.8% | +22.9% | -17.1% | +1.0% |
| 6M | +2.8% | +44.2% | -41.4% | -5.4% |
| YTD | -3.1% | +64.0% | -67.1% | -13.6% |
| 1Y | -11.3% | +65.7% | -76.9% | -21.2% |
| 3Y | -5.0% | +54.1% | -59.0% | -16.6% |
| 5Y | +19.2% | +44.7% | -25.5% | +1.0% |
| All | +142.7% | +65.5% | +77.2% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling