+20.2%
MRSH vs CP
+34.9%
-14.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.0% |
| 30D | -6.3% | -3.7% | -2.6% | -5.3% |
| 3M | +5.8% | +0.1% | +5.7% | +5.7% |
| 6M | +2.8% | +7.8% | -5.1% | 0.0% |
| YTD | -3.1% | +21.7% | -24.8% | -9.5% |
| 1Y | -11.3% | +18.6% | -29.9% | -16.5% |
| 3Y | -5.0% | +17.5% | -22.5% | -12.3% |
| All | +20.2% | +34.9% | -14.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling