+885.0%
MRSH vs COPX
+179.5%
+705.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.4% |
| 30D | -6.3% | +0.3% | -6.6% | -6.6% |
| 3M | +5.8% | +6.8% | -1.0% | +3.4% |
| 6M | +2.8% | +7.9% | -5.2% | -1.3% |
| YTD | -3.1% | +23.7% | -26.9% | -10.9% |
| 1Y | -11.3% | +71.5% | -82.8% | -25.4% |
| 3Y | -5.0% | +149.1% | -154.1% | -30.1% |
| 5Y | +19.2% | +167.3% | -148.1% | -16.6% |
| 10Y | +217.4% | +568.5% | -351.1% | +54.8% |
| All | +885.0% | +179.5% | +705.5% | +473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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