+3,262.1%
MRSH vs CLX
+2,294.7%
+967.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.4% |
| 7D | -5.9% | -4.9% | -0.9% | -4.5% |
| 30D | -7.3% | -15.8% | +8.5% | -2.8% |
| 3M | +7.4% | -7.9% | +15.4% | +9.7% |
| 6M | -0.7% | -19.0% | +18.4% | +4.5% |
| YTD | -3.2% | -7.9% | +4.8% | -2.0% |
| 1Y | -10.6% | -25.4% | +14.8% | -4.1% |
| 3Y | -4.6% | -35.0% | +30.5% | +5.2% |
| 5Y | +19.3% | -36.8% | +56.0% | +29.9% |
| 10Y | +217.3% | -1.4% | +218.7% | +189.3% |
| All | +3,262.1% | +2,294.7% | +967.4% | +1,116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling