+143.2%
MRSH vs CLBK
+65.6%
+77.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -5.9% | -1.4% | -4.6% | -5.6% |
| 30D | -7.3% | +4.5% | -11.8% | -8.2% |
| 3M | +6.7% | +22.8% | -16.1% | +1.9% |
| 6M | +3.0% | +43.4% | -40.4% | -5.1% |
| YTD | -2.9% | +64.1% | -67.0% | -13.4% |
| 1Y | -9.0% | +67.6% | -76.5% | -19.4% |
| 3Y | -4.3% | +53.3% | -57.6% | -15.9% |
| 5Y | +19.4% | +44.8% | -25.4% | +1.2% |
| All | +143.2% | +65.6% | +77.6% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling