-5.0%
MRSH vs CP
+19.7%
-24.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -5.9% | +0.6% | -6.4% | -6.0% |
| 30D | -7.3% | -0.5% | -6.8% | -7.2% |
| 3M | +7.4% | +0.1% | +7.4% | +7.4% |
| 6M | -0.7% | +7.8% | -8.5% | -2.1% |
| YTD | -3.2% | +22.9% | -26.0% | -7.1% |
| 1Y | -10.6% | +21.3% | -31.9% | -14.1% |
| All | -5.0% | +19.7% | -24.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling