+3,431.3%
MRSH vs CP
+7,669.4%
-4,238.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -3.0% | +0.2% | -3.2% | -3.1% |
| 3M | +15.8% | +2.6% | +13.3% | +14.8% |
| 6M | +1.6% | +6.0% | -4.4% | -0.7% |
| YTD | +1.7% | +24.9% | -23.2% | -5.7% |
| 1Y | -8.0% | +20.1% | -28.1% | -13.8% |
| 3Y | -0.3% | +16.4% | -16.7% | -7.1% |
| 5Y | +25.9% | +31.7% | -5.8% | +11.7% |
| 10Y | +222.0% | +223.9% | -1.9% | +111.8% |
| All | +3,431.3% | +7,669.4% | -4,238.2% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling