+18.4%
MRSH vs CP
+35.2%
-16.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +2.5% |
| 7D | +9.4% | +5.6% | +3.8% | +8.1% |
| 30D | +23.4% | +10.0% | +13.4% | +20.9% |
| 3M | +9.9% | +4.4% | +5.5% | +8.7% |
| 6M | +26.0% | +14.1% | +12.0% | +22.9% |
| YTD | +15.2% | +29.1% | -13.8% | +6.4% |
| 1Y | +18.4% | +34.6% | -16.1% | +7.3% |
| All | +18.4% | +35.2% | -16.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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