-11.3%
MRSH vs CNH
+22.0%
-33.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -5.0% |
| 30D | -6.3% | +26.6% | -32.9% | -4.9% |
| 3M | +5.8% | +31.1% | -25.3% | +7.8% |
| 6M | +2.8% | +24.9% | -22.1% | +5.0% |
| YTD | -3.1% | +48.7% | -51.8% | -0.9% |
| 1Y | -11.3% | +22.2% | -33.5% | -10.7% |
| All | -11.3% | +22.0% | -33.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling