+423.6%
MRSH vs CNH
+55.5%
+368.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.7% | -1.7% |
| 7D | -3.8% | +8.8% | -12.6% | -5.4% |
| 30D | -5.8% | +24.7% | -30.5% | -10.0% |
| 3M | +11.7% | +27.3% | -15.6% | +5.8% |
| 6M | -0.3% | +23.2% | -23.5% | -5.7% |
| YTD | -1.1% | +48.9% | -50.1% | -10.4% |
| 1Y | -9.5% | +19.4% | -28.9% | -14.3% |
| 3Y | -2.6% | +7.8% | -10.3% | -8.0% |
| 5Y | +22.7% | +8.7% | +14.0% | +13.0% |
| 10Y | +214.6% | +149.5% | +65.0% | +124.0% |
| All | +423.6% | +55.5% | +368.1% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling