+3,332.0%
MRSH vs CNP
+1,848.2%
+1,483.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -3.8% | +1.6% | -5.4% | -4.1% |
| 30D | -5.8% | -0.8% | -5.0% | -5.7% |
| 3M | +11.7% | -3.6% | +15.3% | +12.5% |
| 6M | -0.3% | -6.9% | +6.6% | +1.1% |
| YTD | -1.1% | +6.4% | -7.6% | -2.7% |
| 1Y | -9.5% | +9.9% | -19.4% | -11.5% |
| 3Y | -2.6% | +53.1% | -55.7% | -11.6% |
| 5Y | +22.7% | +72.0% | -49.2% | +8.5% |
| 10Y | +214.6% | +131.5% | +83.1% | +154.7% |
| All | +3,332.0% | +1,848.2% | +1,483.8% | +1,413.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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