+20.2%
MRSH vs CLX
-38.5%
+58.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -4.8% | -5.7% | +0.9% | -3.6% |
| 30D | -6.3% | -17.0% | +10.7% | -2.7% |
| 3M | +5.8% | -9.7% | +15.5% | +7.9% |
| 6M | +2.8% | -19.8% | +22.6% | +7.1% |
| YTD | -3.1% | -9.8% | +6.7% | -2.0% |
| 1Y | -11.3% | -26.2% | +14.9% | -6.2% |
| 3Y | -5.0% | -36.2% | +31.2% | +2.9% |
| All | +20.2% | -38.5% | +58.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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