+20.2%
MRSH vs CLBK
+43.5%
-23.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -1.5% | -3.3% | -4.6% |
| 30D | -6.3% | -1.0% | -5.3% | -6.2% |
| 3M | +5.8% | +22.9% | -17.1% | +3.3% |
| 6M | +2.8% | +44.2% | -41.4% | -1.6% |
| YTD | -3.1% | +64.0% | -67.1% | -8.7% |
| 1Y | -11.3% | +65.7% | -76.9% | -16.6% |
| 3Y | -5.0% | +54.1% | -59.0% | -11.2% |
| All | +20.2% | +43.5% | -23.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling